+264.6%
ASTS vs CI
+89.5%
+175.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -4.3% |
| 7D | -15.8% | +3.5% | -19.3% | -15.9% |
| 30D | -39.0% | +12.6% | -51.6% | -39.5% |
| 3M | -49.3% | +12.1% | -61.4% | -49.7% |
| 6M | -47.9% | +10.6% | -58.5% | -48.4% |
| YTD | -51.0% | +12.8% | -63.8% | -51.4% |
| 1Y | -49.2% | +18.0% | -67.2% | -49.7% |
| 3Y | +760.4% | +4.2% | +756.2% | +758.1% |
| 5Y | +185.6% | +57.2% | +128.4% | +176.5% |
| All | +264.6% | +89.5% | +175.1% | +248.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling