+538.9%
ASTS vs CHTR
-71.5%
+610.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.1% | +2.5% | -2.6% |
| 7D | 0.0% | -15.8% | +15.8% | +6.4% |
| 30D | -9.2% | -12.7% | +3.4% | -5.2% |
| 3M | -29.6% | -1.1% | -28.5% | -30.5% |
| 6M | -30.5% | -39.9% | +9.4% | -19.0% |
| YTD | -14.1% | -35.9% | +21.8% | -3.9% |
| 1Y | +69.1% | -49.2% | +118.3% | +108.9% |
| 3Y | +1,525.5% | -68.3% | +1,593.8% | +2,221.0% |
| 5Y | +425.9% | -83.0% | +508.8% | +731.4% |
| All | +538.9% | -71.5% | +610.4% | +867.1% |
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