+230.9%
ASTS vs CG
+81.0%
+149.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.7% | +7.4% |
| 7D | -21.1% | -1.2% | -19.9% | -20.5% |
| 30D | -46.7% | +5.0% | -51.7% | -48.0% |
| 3M | -52.0% | -18.2% | -33.8% | -47.0% |
| 6M | -54.3% | -20.7% | -33.5% | -49.0% |
| YTD | -55.5% | -31.4% | -24.1% | -46.8% |
| 1Y | -50.5% | -22.3% | -28.2% | -43.9% |
| 3Y | +706.2% | +50.2% | +656.1% | +533.1% |
| 5Y | +165.2% | -22.1% | +187.3% | +161.0% |
| All | +230.9% | +81.0% | +149.9% | +189.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling