-55.6%
ASTS vs CMCSA
+1.0%
-56.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.1% | +7.6% | +8.7% |
| 7D | +2.8% | +0.7% | +2.1% | +2.8% |
| 30D | -28.8% | +21.0% | -49.8% | -30.1% |
| 3M | -48.9% | -0.9% | -47.9% | -47.8% |
| 6M | -55.6% | +2.9% | -58.5% | -55.3% |
| All | -55.6% | +1.0% | -56.6% | -55.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling