+537.8%
ASTS vs CHWY
-4.9%
+542.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.8% |
| 7D | +7.3% | +1.7% | +5.6% | +6.7% |
| 30D | -8.9% | -1.5% | -7.3% | -8.6% |
| 3M | -41.9% | +13.6% | -55.6% | -45.6% |
| 6M | -40.6% | -7.3% | -33.3% | -40.7% |
| YTD | -14.2% | -28.4% | +14.2% | -5.3% |
| 1Y | +48.9% | -42.5% | +91.4% | +76.4% |
| 3Y | +1,461.7% | -4.1% | +1,465.7% | +1,332.5% |
| 5Y | +404.1% | -69.2% | +473.3% | +449.6% |
| All | +537.8% | -4.9% | +542.6% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling