+706.2%
ASTS vs CME
+66.3%
+639.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +6.8% |
| 7D | -21.1% | +0.9% | -22.0% | -20.5% |
| 30D | -46.7% | +13.2% | -59.9% | -42.1% |
| 3M | -52.0% | +16.3% | -68.3% | -46.9% |
| 6M | -54.3% | +7.1% | -61.4% | -49.6% |
| YTD | -55.5% | +15.8% | -71.3% | -48.6% |
| 1Y | -50.5% | +17.1% | -67.5% | -42.5% |
| 3Y | +706.2% | +63.2% | +643.1% | +938.9% |
| All | +706.2% | +66.3% | +639.9% | +938.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling