+209.1%
ASTS vs CHRW
+102.5%
+106.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -14.1% |
| 7D | -29.9% | +0.7% | -30.6% | -29.9% |
| 30D | -52.2% | -5.0% | -47.2% | -51.6% |
| 3M | -55.8% | -16.1% | -39.7% | -54.0% |
| 6M | -52.7% | -22.6% | -30.1% | -50.7% |
| YTD | -58.4% | -19.3% | -39.1% | -57.0% |
| 1Y | -57.1% | -14.9% | -42.2% | -56.3% |
| 3Y | +629.5% | +68.0% | +561.4% | +488.5% |
| 5Y | +147.7% | +53.2% | +94.6% | +108.1% |
| All | +209.1% | +102.5% | +106.6% | +161.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling