+576.8%
ASTS vs CGNX
+28.3%
+548.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +18.5% | +3.6% | +14.9% | +16.7% |
| 30D | -8.1% | -6.8% | -1.3% | -5.5% |
| 3M | -28.2% | -0.1% | -28.1% | -28.2% |
| 6M | -26.1% | +26.2% | -52.3% | -32.3% |
| YTD | -9.0% | +73.7% | -82.7% | -31.0% |
| 1Y | +62.2% | +40.4% | +21.8% | +35.4% |
| 3Y | +1,621.9% | +46.1% | +1,575.8% | +1,244.0% |
| 5Y | +457.0% | -25.6% | +482.7% | +417.4% |
| All | +576.8% | +28.3% | +548.5% | +519.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling