+168.5%
ASTS vs CHD
+30.9%
+137.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.3% | -5.5% | -5.9% |
| 7D | +14.2% | +0.4% | +13.9% | +14.3% |
| 30D | -26.7% | +11.6% | -38.3% | -24.5% |
| 3M | -53.6% | +10.7% | -64.3% | -52.2% |
| 6M | -52.7% | +20.2% | -73.0% | -50.4% |
| YTD | -52.5% | +34.5% | -87.0% | -49.0% |
| 1Y | -46.5% | +32.6% | -79.1% | -42.6% |
| 3Y | +700.5% | +29.1% | +671.4% | +727.8% |
| 5Y | +168.5% | +31.5% | +137.0% | +171.1% |
| All | +168.5% | +30.9% | +137.6% | +171.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling