+195.6%
ASTS vs CHTR
-82.6%
+278.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.7% | +11.5% | +13.1% |
| 7D | +1.5% | +4.9% | -3.4% | -1.1% |
| 30D | -27.6% | +17.2% | -44.9% | -33.0% |
| 3M | -48.7% | -20.6% | -28.2% | -45.0% |
| 6M | -50.8% | -21.7% | -29.1% | -47.7% |
| YTD | -49.2% | -41.9% | -7.3% | -41.2% |
| 1Y | -46.7% | -44.9% | -1.8% | -36.6% |
| 3Y | +793.2% | -70.0% | +863.3% | +1,260.2% |
| 5Y | +195.6% | -82.6% | +278.2% | +428.0% |
| All | +195.6% | -82.6% | +278.2% | +428.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling