-49.2%
ASTS vs CHTR
-46.1%
-3.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -4.8% |
| 7D | -15.8% | +14.1% | -29.9% | -17.3% |
| 30D | -39.0% | +11.6% | -50.6% | -40.0% |
| 3M | -49.3% | -21.4% | -27.9% | -47.7% |
| 6M | -47.9% | -27.3% | -20.7% | -46.4% |
| YTD | -51.0% | -42.4% | -8.6% | -43.9% |
| 1Y | -49.2% | -45.6% | -3.6% | -39.7% |
| All | -49.2% | -46.1% | -3.1% | -39.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHTR.
Daily Out/Under-Performance
Portfolio return minus CHTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHTR 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 1y: compounded portfolio wealth divided by compounded CHTR 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…
1y analysis · Full analysis span regression · 6 months rolling