+174.0%
ASTS vs CG
-22.2%
+196.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.7% | +7.5% |
| 7D | -21.1% | -1.2% | -19.9% | -20.4% |
| 30D | -46.7% | +5.0% | -51.7% | -48.4% |
| 3M | -52.0% | -18.2% | -33.8% | -45.5% |
| 6M | -54.3% | -20.7% | -33.5% | -47.5% |
| YTD | -55.5% | -31.4% | -24.1% | -44.0% |
| 1Y | -50.5% | -22.3% | -28.2% | -42.2% |
| 3Y | +706.2% | +50.2% | +656.1% | +425.9% |
| All | +174.0% | -22.2% | +196.2% | +197.3% |
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