+1,504.6%
ASTS vs CHWY
-10.4%
+1,515.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -10.8% | +5.2% | +1.3% |
| 7D | 0.0% | -14.1% | +14.2% | +9.8% |
| 30D | -9.2% | -8.1% | -1.1% | -5.1% |
| 3M | -29.6% | +1.7% | -31.4% | -32.8% |
| 6M | -30.5% | -20.7% | -9.8% | -23.6% |
| YTD | -14.1% | -37.2% | +23.2% | +10.9% |
| 1Y | +69.1% | -50.7% | +119.8% | +152.6% |
| All | +1,504.6% | -10.4% | +1,515.0% | +827.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling