+274.8%
ASTS vs CHRW
+111.1%
+163.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +3.7% | +5.0% | +7.6% |
| 7D | +2.8% | -0.1% | +2.9% | +3.1% |
| 30D | -28.8% | -4.3% | -24.6% | -28.0% |
| 3M | -48.9% | -7.4% | -41.5% | -48.3% |
| 6M | -55.6% | -20.7% | -34.9% | -54.0% |
| YTD | -49.6% | -15.9% | -33.7% | -48.5% |
| 1Y | -46.1% | -9.9% | -36.2% | -46.0% |
| 3Y | +749.7% | +79.0% | +670.7% | +573.8% |
| 5Y | +193.2% | +61.3% | +131.9% | +143.4% |
| All | +274.8% | +111.1% | +163.7% | +213.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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