+1,539.7%
ASTS vs CHTR
-63.8%
+1,603.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | -1.1% | +8.4% | +7.9% |
| 30D | -8.9% | -0.8% | -8.1% | -9.2% |
| 3M | -41.9% | +17.8% | -59.7% | -46.4% |
| 6M | -40.6% | -34.5% | -6.1% | -32.6% |
| YTD | -14.2% | -27.2% | +13.0% | -8.4% |
| 1Y | +48.9% | -41.4% | +90.3% | +77.1% |
| All | +1,539.7% | -63.8% | +1,603.5% | +2,029.7% |
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