+233.7%
ASTS vs CHWY
-9.4%
+243.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.2% | -5.4% |
| 7D | +0.8% | -0.2% | +1.0% | +1.1% |
| 30D | -22.6% | +8.1% | -30.8% | -25.4% |
| 3M | -54.4% | +0.3% | -54.7% | -55.2% |
| 6M | -56.4% | +4.0% | -60.4% | -58.6% |
| YTD | -55.1% | -31.9% | -23.3% | -50.2% |
| 1Y | -46.9% | -32.8% | -14.2% | -41.1% |
| 3Y | +715.0% | +16.0% | +699.0% | +600.8% |
| 5Y | +153.7% | -70.7% | +224.4% | +178.8% |
| All | +233.7% | -9.4% | +243.1% | +271.7% |
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