+431.2%
ASTS vs CG
+10.1%
+421.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.4% |
| 7D | +7.3% | -4.3% | +11.7% | +10.6% |
| 30D | -8.9% | -5.1% | -3.8% | -6.0% |
| 3M | -41.9% | +8.7% | -50.6% | -45.9% |
| 6M | -40.6% | -9.2% | -31.4% | -37.8% |
| YTD | -14.2% | -18.9% | +4.7% | -3.3% |
| 1Y | +48.9% | -25.6% | +74.5% | +78.1% |
| 3Y | +1,461.7% | +57.3% | +1,404.4% | +906.4% |
| All | +431.2% | +10.1% | +421.1% | +348.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling