+512.7%
ASTS vs CHWY
-17.8%
+530.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +1.1% |
| 7D | -3.9% | -13.6% | +9.7% | +1.5% |
| 30D | -19.4% | -8.5% | -10.9% | -17.0% |
| 3M | -38.6% | +8.9% | -47.5% | -41.6% |
| 6M | -32.1% | -20.5% | -11.7% | -28.1% |
| YTD | -17.6% | -38.2% | +20.6% | -3.8% |
| 1Y | +56.0% | -43.3% | +99.3% | +86.7% |
| 3Y | +1,438.8% | -8.5% | +1,447.4% | +1,351.6% |
| 5Y | +412.9% | -72.7% | +485.7% | +489.7% |
| All | +512.7% | -17.8% | +530.5% | +617.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY 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 10y: compounded portfolio wealth divided by compounded CHWY 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…
10y analysis · Full analysis span regression · 6 months rolling