+653.1%
ASTS vs CME
+67.1%
+586.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.3% | -14.9% | -15.4% |
| 7D | -29.9% | +3.7% | -33.5% | -28.1% |
| 30D | -52.2% | +13.7% | -65.9% | -47.9% |
| 3M | -55.8% | +16.6% | -72.4% | -51.0% |
| 6M | -52.7% | +8.2% | -60.9% | -47.7% |
| YTD | -58.4% | +16.3% | -74.8% | -51.9% |
| 1Y | -57.1% | +19.1% | -76.2% | -49.6% |
| All | +653.1% | +67.1% | +586.0% | +873.0% |
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