+48.9%
ASTS vs CGNX
+42.4%
+6.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | +7.3% | +3.0% | +4.4% | +6.2% |
| 30D | -8.9% | -11.8% | +3.0% | -4.6% |
| 3M | -41.9% | -3.6% | -38.3% | -41.1% |
| 6M | -40.6% | +17.4% | -58.0% | -42.6% |
| YTD | -14.2% | +73.7% | -88.0% | -32.3% |
| 1Y | +48.9% | +41.5% | +7.3% | +33.6% |
| All | +48.9% | +42.4% | +6.5% | +33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling