+1,440.1%
ASTS vs CGNX
+43.9%
+1,396.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.7% | -3.9% |
| 7D | -3.6% | +1.5% | -5.1% | -4.2% |
| 30D | -16.4% | -1.8% | -14.6% | -15.8% |
| 3M | -31.4% | +5.3% | -36.6% | -32.9% |
| 6M | -31.6% | +22.3% | -53.9% | -36.5% |
| YTD | -17.5% | +72.2% | -89.7% | -38.6% |
| 1Y | +59.4% | +39.8% | +19.6% | +33.2% |
| All | +1,440.1% | +43.9% | +1,396.2% | +1,006.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling