+274.8%
ASTS vs CHTR
-71.0%
+345.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.1% |
| 7D | +2.8% | +13.4% | -10.5% | -2.4% |
| 30D | -28.8% | +33.0% | -61.8% | -36.7% |
| 3M | -48.9% | -13.6% | -35.3% | -47.3% |
| 6M | -55.6% | -7.8% | -47.9% | -55.8% |
| YTD | -49.6% | -34.7% | -14.9% | -44.9% |
| 1Y | -46.1% | -34.8% | -11.2% | -41.1% |
| 3Y | +749.7% | -66.7% | +816.4% | +1,075.8% |
| 5Y | +193.2% | -80.4% | +273.6% | +344.4% |
| All | +274.8% | -71.0% | +345.8% | +454.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling