-46.5%
ASTS vs CME
+17.8%
-64.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.9% |
| 7D | +14.2% | +2.7% | +11.5% | +16.3% |
| 30D | -26.7% | +13.5% | -40.2% | -20.2% |
| 3M | -53.6% | +20.9% | -74.5% | -48.0% |
| 6M | -52.7% | +11.5% | -64.2% | -44.1% |
| YTD | -52.5% | +19.5% | -72.0% | -44.0% |
| 1Y | -46.5% | +17.2% | -63.7% | -38.3% |
| All | -46.5% | +17.8% | -64.3% | -38.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling