+457.0%
ASTS vs CHTR
-81.8%
+538.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.1% | +10.2% | +7.8% |
| 7D | +18.5% | -0.3% | +18.8% | +18.6% |
| 30D | -8.1% | -4.5% | -3.6% | -7.0% |
| 3M | -28.2% | +10.2% | -38.4% | -32.5% |
| 6M | -26.1% | -37.2% | +11.1% | -13.6% |
| YTD | -9.0% | -30.2% | +21.2% | -0.6% |
| 1Y | +62.2% | -44.8% | +106.9% | +99.7% |
| 3Y | +1,621.9% | -65.5% | +1,687.4% | +2,413.6% |
| 5Y | +457.0% | -81.8% | +538.8% | +997.9% |
| All | +457.0% | -81.8% | +538.8% | +997.9% |
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 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