-11.7%
ASTS vs CHYM
-22.0%
+10.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.6% | -7.1% | -6.1% |
| 7D | +0.8% | +7.1% | -6.3% | -1.5% |
| 30D | -22.6% | +15.7% | -38.3% | -26.7% |
| 3M | -54.4% | +4.3% | -58.7% | -55.5% |
| 6M | -56.4% | +92.9% | -149.3% | -67.9% |
| YTD | -55.1% | +33.3% | -88.4% | -62.1% |
| 1Y | -46.9% | +74.8% | -121.8% | -58.4% |
| All | -11.7% | -22.0% | +10.3% | -28.7% |
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