+537.8%
ASTS vs CHD
+53.4%
+484.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +7.3% | -2.7% | +10.0% | +6.9% |
| 30D | -8.9% | -4.6% | -4.3% | -9.4% |
| 3M | -41.9% | +5.0% | -46.9% | -41.4% |
| 6M | -40.6% | -3.2% | -37.4% | -40.5% |
| YTD | -14.2% | +18.6% | -32.8% | -11.9% |
| 1Y | +48.9% | +4.8% | +44.0% | +50.8% |
| 3Y | +1,461.7% | +6.1% | +1,455.5% | +1,475.5% |
| 5Y | +404.1% | +24.0% | +380.2% | +402.4% |
| All | +537.8% | +53.4% | +484.4% | +542.7% |
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