+715.0%
ASTS vs CHRW
+80.1%
+634.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.5% |
| 7D | +0.8% | +7.3% | -6.4% | -0.8% |
| 30D | -22.6% | -3.6% | -19.1% | -22.0% |
| 3M | -54.4% | -9.6% | -44.8% | -53.6% |
| 6M | -56.4% | -17.0% | -39.4% | -55.9% |
| YTD | -55.1% | -15.4% | -39.7% | -54.2% |
| 1Y | -46.9% | -10.0% | -37.0% | -46.8% |
| 3Y | +715.0% | +82.2% | +632.8% | +629.1% |
| All | +715.0% | +80.1% | +634.9% | +629.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling