-51.0%
ASTS vs CG
-19.2%
-31.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.4% | -7.2% | -7.7% |
| 7D | -9.3% | +2.0% | -11.3% | -9.8% |
| 30D | -33.9% | +8.5% | -42.4% | -36.9% |
| 3M | -51.0% | -12.1% | -38.9% | -46.8% |
| 6M | -55.1% | -16.4% | -38.7% | -49.0% |
| YTD | -53.6% | -28.0% | -25.6% | -40.5% |
| 1Y | -51.0% | -18.9% | -32.1% | -47.0% |
| All | -51.0% | -19.2% | -31.8% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling