+230.9%
ASTS vs CMCSA
-28.7%
+259.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMCSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.3% | +7.6% |
| 7D | -21.1% | +5.0% | -26.1% | -22.3% |
| 30D | -46.7% | +16.5% | -63.2% | -49.1% |
| 3M | -52.0% | -1.6% | -50.4% | -52.1% |
| 6M | -54.3% | -5.0% | -49.2% | -54.1% |
| YTD | -55.5% | -8.3% | -47.2% | -55.3% |
| 1Y | -50.5% | +0.4% | -50.9% | -52.0% |
| 3Y | +706.2% | -31.0% | +737.2% | +773.1% |
| 5Y | +165.2% | -42.5% | +207.8% | +183.8% |
| All | +230.9% | -28.7% | +259.6% | +254.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling