+715.0%
ASTS vs CME
+65.9%
+649.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.3% | -5.0% |
| 7D | +0.8% | +3.9% | -3.1% | +3.4% |
| 30D | -22.6% | +11.3% | -34.0% | -16.8% |
| 3M | -54.4% | +19.6% | -74.0% | -48.5% |
| 6M | -56.4% | +8.1% | -64.5% | -51.3% |
| YTD | -55.1% | +20.4% | -75.5% | -46.8% |
| 1Y | -46.9% | +16.5% | -63.4% | -38.4% |
| 3Y | +715.0% | +66.4% | +648.6% | +974.4% |
| All | +715.0% | +65.9% | +649.1% | +974.4% |
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