+209.1%
ASTS vs CG
+82.2%
+126.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.5% | -8.7% | -11.8% |
| 7D | -29.9% | -1.5% | -28.4% | -29.2% |
| 30D | -52.2% | +2.8% | -54.9% | -52.8% |
| 3M | -55.8% | -19.2% | -36.6% | -50.9% |
| 6M | -52.7% | -21.0% | -31.8% | -47.2% |
| YTD | -58.4% | -31.0% | -27.4% | -50.4% |
| 1Y | -57.1% | -21.1% | -36.0% | -51.8% |
| 3Y | +629.5% | +48.8% | +580.7% | +475.6% |
| 5Y | +147.7% | -21.5% | +169.3% | +143.0% |
| All | +209.1% | +82.2% | +126.9% | +169.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling