+195.6%
ASTS vs CG
-16.4%
+212.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +6.6% | +7.5% | +9.7% |
| 7D | +1.5% | +3.0% | -1.5% | +0.1% |
| 30D | -27.6% | +10.1% | -37.7% | -31.9% |
| 3M | -48.7% | -10.8% | -37.9% | -44.8% |
| 6M | -50.8% | -15.2% | -35.6% | -46.1% |
| YTD | -49.2% | -26.9% | -22.3% | -38.6% |
| 1Y | -46.7% | -17.0% | -29.6% | -40.2% |
| 3Y | +793.2% | +54.6% | +738.6% | +476.6% |
| 5Y | +195.6% | -16.7% | +212.3% | +206.1% |
| All | +195.6% | -16.4% | +212.0% | +206.1% |
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