+277.6%
ASTS vs CHRW
+103.6%
+174.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +13.3% |
| 7D | +1.5% | +0.2% | +1.3% | +1.7% |
| 30D | -27.6% | -9.4% | -18.3% | -25.7% |
| 3M | -48.7% | -13.3% | -35.5% | -47.2% |
| 6M | -50.8% | -24.2% | -26.7% | -48.4% |
| YTD | -49.2% | -18.9% | -30.3% | -47.6% |
| 1Y | -46.7% | -12.4% | -34.3% | -46.2% |
| 3Y | +793.2% | +72.2% | +721.0% | +615.7% |
| 5Y | +195.6% | +53.4% | +142.2% | +148.1% |
| All | +277.6% | +103.6% | +174.0% | +219.3% |
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