+233.7%
ASTS vs CHD
+76.4%
+157.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.4% | -6.9% | -5.3% |
| 7D | +0.8% | +3.6% | -2.8% | +1.4% |
| 30D | -22.6% | +10.4% | -33.0% | -21.2% |
| 3M | -54.4% | +12.2% | -66.6% | -53.4% |
| 6M | -56.4% | +19.9% | -76.3% | -54.9% |
| YTD | -55.1% | +36.4% | -91.5% | -52.8% |
| 1Y | -46.9% | +35.1% | -82.1% | -44.2% |
| 3Y | +715.0% | +29.2% | +685.8% | +741.9% |
| 5Y | +153.7% | +33.4% | +120.3% | +158.6% |
| All | +233.7% | +76.4% | +157.3% | +244.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 10y: compounded portfolio wealth divided by compounded CHD 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…
10y analysis · Full analysis span regression · 6 months rolling