+277.6%
ASTS vs CME
+93.0%
+184.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.4% | +14.6% | +14.1% |
| 7D | +1.5% | -0.6% | +2.1% | +1.6% |
| 30D | -27.6% | +8.5% | -36.2% | -27.9% |
| 3M | -48.7% | +16.0% | -64.8% | -49.2% |
| 6M | -50.8% | +9.3% | -60.2% | -50.9% |
| YTD | -49.2% | +15.3% | -64.5% | -49.6% |
| 1Y | -46.7% | +14.4% | -61.1% | -47.0% |
| 3Y | +793.2% | +59.9% | +733.3% | +719.7% |
| 5Y | +195.6% | +69.4% | +126.2% | +167.0% |
| All | +277.6% | +93.0% | +184.6% | +235.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 10y: compounded portfolio wealth divided by compounded CME 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…
10y analysis · Full analysis span regression · 6 months rolling