+537.8%
ASTS vs CME
+77.5%
+460.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | -1.6% | +8.9% | +7.4% |
| 30D | -8.9% | +6.2% | -15.1% | -9.3% |
| 3M | -41.9% | +10.4% | -52.3% | -42.5% |
| 6M | -40.6% | -9.5% | -31.1% | -39.7% |
| YTD | -14.2% | +6.0% | -20.2% | -14.5% |
| 1Y | +48.9% | +9.3% | +39.6% | +47.6% |
| 3Y | +1,461.7% | +57.7% | +1,404.0% | +1,312.2% |
| 5Y | +404.1% | +77.7% | +326.4% | +352.7% |
| All | +537.8% | +77.5% | +460.3% | +469.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling