+230.9%
ASTS vs CME
+93.9%
+137.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.1% |
| 7D | -21.1% | +0.9% | -22.0% | -21.1% |
| 30D | -46.7% | +13.2% | -59.9% | -47.0% |
| 3M | -52.0% | +16.3% | -68.3% | -52.4% |
| 6M | -54.3% | +7.1% | -61.4% | -54.2% |
| YTD | -55.5% | +15.8% | -71.3% | -55.8% |
| 1Y | -50.5% | +17.1% | -67.5% | -50.9% |
| 3Y | +706.2% | +63.2% | +643.1% | +637.0% |
| 5Y | +165.2% | +70.2% | +95.0% | +139.5% |
| All | +230.9% | +93.9% | +137.0% | +194.2% |
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