+174.0%
ASTS vs CME
+69.3%
+104.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.4% | +7.5% | +7.0% |
| 7D | -21.1% | +0.9% | -22.0% | -21.1% |
| 30D | -46.7% | +13.2% | -59.9% | -46.7% |
| 3M | -52.0% | +16.3% | -68.3% | -52.2% |
| 6M | -54.3% | +7.1% | -61.4% | -53.5% |
| YTD | -55.5% | +15.8% | -71.3% | -55.4% |
| 1Y | -50.5% | +17.1% | -67.5% | -50.6% |
| 3Y | +706.2% | +63.2% | +643.1% | +559.3% |
| All | +174.0% | +69.3% | +104.6% | +116.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling