+160.4%
ASTS vs CG
-23.0%
+183.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -6.2% |
| 7D | +0.8% | +0.2% | +0.7% | +1.1% |
| 30D | -22.6% | +11.2% | -33.8% | -27.8% |
| 3M | -54.4% | -22.1% | -32.3% | -46.1% |
| 6M | -56.4% | -17.9% | -38.5% | -51.0% |
| YTD | -55.1% | -31.3% | -23.8% | -43.5% |
| 1Y | -46.9% | -24.0% | -23.0% | -36.9% |
| 3Y | +715.0% | +45.0% | +670.0% | +451.1% |
| All | +160.4% | -23.0% | +183.4% | +170.0% |
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 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