+69.1%
ASTS vs CHTR
-49.0%
+118.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -8.1% | +2.5% | -4.1% |
| 7D | 0.0% | -15.8% | +15.8% | +3.2% |
| 30D | -9.2% | -12.7% | +3.4% | -7.2% |
| 3M | -29.6% | -1.1% | -28.5% | -30.1% |
| 6M | -30.5% | -39.9% | +9.4% | -25.6% |
| YTD | -14.1% | -35.9% | +21.8% | -5.6% |
| 1Y | +69.1% | -49.2% | +118.3% | +112.2% |
| All | +69.1% | -49.0% | +118.1% | +112.2% |
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