+425.9%
ASTS vs CHWY
-72.7%
+498.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -10.8% | +5.2% | -0.1% |
| 7D | 0.0% | -14.1% | +14.2% | +7.9% |
| 30D | -9.2% | -8.1% | -1.1% | -5.9% |
| 3M | -29.6% | +1.7% | -31.4% | -32.0% |
| 6M | -30.5% | -20.7% | -9.8% | -25.0% |
| YTD | -14.1% | -37.2% | +23.2% | +4.1% |
| 1Y | +69.1% | -50.7% | +119.8% | +127.6% |
| 3Y | +1,525.5% | -9.7% | +1,535.3% | +1,348.2% |
| 5Y | +425.9% | -72.9% | +498.8% | +627.0% |
| All | +425.9% | -72.7% | +498.6% | +627.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling