+793.2%
ASTS vs CHTR
-70.8%
+864.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.7% | +11.5% | +13.3% |
| 7D | +1.5% | +4.9% | -3.4% | -0.7% |
| 30D | -27.6% | +17.2% | -44.9% | -32.3% |
| 3M | -48.7% | -20.6% | -28.2% | -45.4% |
| 6M | -50.8% | -21.7% | -29.1% | -48.0% |
| YTD | -49.2% | -41.9% | -7.3% | -42.1% |
| 1Y | -46.7% | -44.9% | -1.8% | -37.6% |
| 3Y | +793.2% | -70.0% | +863.3% | +1,131.9% |
| All | +793.2% | -70.8% | +864.0% | +1,131.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling