+56.0%
ASTS vs CHYM
+42.5%
+13.5%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -3.9% | -2.3% | -1.7% | -3.4% |
| 30D | -19.4% | +4.4% | -23.9% | -21.5% |
| 3M | -38.6% | +91.3% | -129.9% | -58.1% |
| 6M | -32.1% | +44.0% | -76.1% | -46.4% |
| YTD | -17.6% | +31.1% | -48.7% | -31.8% |
| 1Y | +56.0% | +37.8% | +18.2% | +49.1% |
| All | +56.0% | +42.5% | +13.5% | +49.1% |
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