+48.9%
ASTS vs CMCSA
-12.9%
+61.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +7.3% | -2.1% | +9.4% | +7.2% |
| 30D | -8.9% | +7.0% | -15.9% | -8.8% |
| 3M | -41.9% | +15.1% | -57.0% | -42.2% |
| 6M | -40.6% | -15.4% | -25.2% | -40.8% |
| YTD | -14.2% | -1.9% | -12.3% | -9.8% |
| 1Y | +48.9% | -12.7% | +61.6% | +44.7% |
| All | +48.9% | -12.9% | +61.8% | +44.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CMCSA.
Daily Out/Under-Performance
Portfolio return minus CMCSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMCSA 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 1y: compounded portfolio wealth divided by compounded CMCSA 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…
1y analysis · Full analysis span regression · 6 months rolling