+230.9%
ASTS vs CHRW
+97.8%
+133.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.3% | +9.4% | +7.7% |
| 7D | -21.1% | +0.6% | -21.7% | -21.2% |
| 30D | -46.7% | -7.3% | -39.4% | -45.7% |
| 3M | -52.0% | -14.2% | -37.8% | -50.4% |
| 6M | -54.3% | -25.1% | -29.2% | -51.9% |
| YTD | -55.5% | -21.2% | -34.3% | -53.7% |
| 1Y | -50.5% | -14.2% | -36.3% | -49.8% |
| 3Y | +706.2% | +63.5% | +642.7% | +555.2% |
| 5Y | +165.2% | +49.6% | +115.6% | +124.1% |
| All | +230.9% | +97.8% | +133.1% | +181.8% |
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