+253.1%
ASTS vs CME
+100.0%
+153.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.8% |
| 7D | +14.2% | +2.7% | +11.5% | +14.2% |
| 30D | -26.7% | +13.5% | -40.2% | -27.0% |
| 3M | -53.6% | +20.9% | -74.5% | -54.0% |
| 6M | -52.7% | +11.5% | -64.2% | -52.7% |
| YTD | -52.5% | +19.5% | -72.0% | -52.9% |
| 1Y | -46.5% | +17.2% | -63.7% | -46.8% |
| 3Y | +700.5% | +65.1% | +635.3% | +634.6% |
| 5Y | +168.5% | +73.1% | +95.4% | +142.5% |
| All | +253.1% | +100.0% | +153.1% | +213.8% |
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