+79.1%
ASTS vs CHYM
-24.9%
+104.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -4.3% | +10.4% | +7.8% |
| 7D | +18.5% | +2.1% | +16.4% | +17.5% |
| 30D | -8.1% | +11.0% | -19.1% | -12.0% |
| 3M | -28.2% | +83.9% | -112.1% | -45.5% |
| 6M | -26.1% | +45.3% | -71.4% | -38.9% |
| YTD | -9.0% | +28.4% | -37.3% | -21.4% |
| 1Y | +62.2% | +32.2% | +30.0% | +34.1% |
| All | +79.1% | -24.9% | +104.0% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling