+230.9%
ASTS vs CHD
+70.2%
+160.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +6.7% |
| 7D | -21.1% | +2.0% | -23.0% | -20.7% |
| 30D | -46.7% | +13.0% | -59.7% | -45.5% |
| 3M | -52.0% | +6.1% | -58.1% | -51.4% |
| 6M | -54.3% | +15.9% | -70.1% | -52.9% |
| YTD | -55.5% | +31.6% | -87.1% | -53.4% |
| 1Y | -50.5% | +28.5% | -78.9% | -48.3% |
| 3Y | +706.2% | +30.5% | +675.8% | +726.7% |
| 5Y | +165.2% | +30.7% | +134.5% | +168.8% |
| All | +230.9% | +70.2% | +160.7% | +239.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling