+56.0%
ASTS vs CHWY
-43.1%
+99.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.0% | +3.0% | +0.2% |
| 7D | -3.9% | -13.6% | +9.7% | -2.4% |
| 30D | -19.4% | -8.5% | -10.9% | -18.6% |
| 3M | -38.6% | +8.9% | -47.5% | -39.0% |
| 6M | -32.1% | -20.5% | -11.7% | -29.9% |
| YTD | -17.6% | -38.2% | +20.6% | -11.1% |
| 1Y | +56.0% | -43.3% | +99.3% | +72.5% |
| All | +56.0% | -43.1% | +99.1% | +72.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling