-49.2%
ASTS vs CHYM
+71.1%
-120.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.9% | -10.0% | -6.6% |
| 7D | -15.8% | +3.7% | -19.5% | -17.3% |
| 30D | -39.0% | +5.6% | -44.6% | -40.8% |
| 3M | -49.3% | +19.7% | -69.1% | -55.7% |
| 6M | -47.9% | +35.3% | -83.2% | -57.7% |
| YTD | -51.0% | +18.7% | -69.6% | -58.1% |
| 1Y | -49.2% | +67.8% | -117.0% | -65.6% |
| All | -49.2% | +71.1% | -120.2% | -65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHYM.
Daily Out/Under-Performance
Portfolio return minus CHYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHYM 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 CHYM 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