+537.8%
ASTS vs CHTR
-67.7%
+605.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -46.3% |
| 6M | -40.6% | -34.5% | -6.1% | -32.8% |
| YTD | -14.2% | -27.2% | +13.0% | -8.4% |
| 1Y | +48.9% | -41.4% | +90.3% | +74.5% |
| 3Y | +1,461.7% | -64.0% | +1,525.7% | +2,030.6% |
| 5Y | +404.1% | -81.3% | +485.4% | +665.1% |
| All | +537.8% | -67.7% | +605.4% | +822.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling