+230.9%
ASTS vs CI
+82.1%
+148.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.6% | +9.7% | +7.2% |
| 7D | -21.1% | -1.6% | -19.5% | -21.0% |
| 30D | -46.7% | +5.4% | -52.1% | -46.9% |
| 3M | -52.0% | +7.3% | -59.3% | -52.3% |
| 6M | -54.3% | +5.3% | -59.6% | -54.5% |
| YTD | -55.5% | +8.5% | -64.0% | -55.8% |
| 1Y | -50.5% | +17.1% | -67.6% | -50.9% |
| 3Y | +706.2% | +1.4% | +704.8% | +704.8% |
| 5Y | +165.2% | +50.5% | +114.7% | +157.2% |
| All | +230.9% | +82.1% | +148.8% | +216.8% |
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