-46.1%
ASTS vs CHTR
-35.7%
-10.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +8.6% |
| 7D | +2.8% | +13.4% | -10.5% | +2.0% |
| 30D | -28.8% | +33.0% | -61.8% | -30.9% |
| 3M | -48.9% | -13.6% | -35.3% | -47.5% |
| 6M | -55.6% | -7.8% | -47.9% | -55.2% |
| YTD | -49.6% | -34.7% | -14.9% | -42.0% |
| 1Y | -46.1% | -34.8% | -11.2% | -37.4% |
| All | -46.1% | -35.7% | -10.3% | -37.4% |
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 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