+1,505.9%
ASTS vs CME
+57.6%
+1,448.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.1% |
| 7D | +7.3% | -1.6% | +8.9% | +6.7% |
| 30D | -8.9% | +6.2% | -15.1% | -5.8% |
| 3M | -41.9% | +10.4% | -52.3% | -38.0% |
| 6M | -40.6% | -9.5% | -31.1% | -40.8% |
| YTD | -14.2% | +6.0% | -20.2% | -7.6% |
| 1Y | +48.9% | +9.3% | +39.6% | +63.8% |
| All | +1,505.9% | +57.6% | +1,448.3% | +1,810.1% |
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