+264.6%
ASTS vs CFG
+149.6%
+115.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.4% | -6.5% | -5.0% |
| 7D | -15.8% | +1.8% | -17.6% | -16.4% |
| 30D | -39.0% | +3.3% | -42.3% | -39.8% |
| 3M | -49.3% | -9.8% | -39.5% | -47.4% |
| 6M | -47.9% | +5.2% | -53.1% | -49.3% |
| YTD | -51.0% | +16.1% | -67.1% | -53.8% |
| 1Y | -49.2% | +33.7% | -82.8% | -54.3% |
| 3Y | +760.4% | +181.2% | +579.2% | +508.9% |
| 5Y | +185.6% | +69.1% | +116.5% | +125.9% |
| All | +264.6% | +149.6% | +115.0% | +184.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CFG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling