+233.7%
ASTS vs CI
+84.3%
+149.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.8% | -5.5% |
| 7D | +0.8% | +1.2% | -0.3% | +0.8% |
| 30D | -22.6% | +2.6% | -25.2% | -22.8% |
| 3M | -54.4% | +7.4% | -61.8% | -54.7% |
| 6M | -56.4% | -0.1% | -56.3% | -56.5% |
| YTD | -55.1% | +9.7% | -64.9% | -55.4% |
| 1Y | -46.9% | +12.1% | -59.1% | -47.4% |
| 3Y | +715.0% | +7.0% | +708.0% | +710.6% |
| 5Y | +153.7% | +49.7% | +104.0% | +146.0% |
| All | +233.7% | +84.3% | +149.4% | +219.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 10y: compounded portfolio wealth divided by compounded CI 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…
10y analysis · Full analysis span regression · 6 months rolling