+1,505.9%
ASTS vs CMCSA
-30.7%
+1,536.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.4% |
| 7D | +7.3% | -2.1% | +9.4% | +7.9% |
| 30D | -8.9% | +7.0% | -15.9% | -10.4% |
| 3M | -41.9% | +15.1% | -57.0% | -44.2% |
| 6M | -40.6% | -15.4% | -25.2% | -38.3% |
| YTD | -14.2% | -1.9% | -12.3% | -14.6% |
| 1Y | +48.9% | -12.7% | +61.6% | +54.0% |
| All | +1,505.9% | -30.7% | +1,536.7% | +1,625.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling