+209.1%
ASTS vs CME
+94.7%
+114.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.3% | -14.9% | -15.2% |
| 7D | -29.9% | +3.7% | -33.5% | -29.9% |
| 30D | -52.2% | +13.7% | -65.9% | -52.4% |
| 3M | -55.8% | +16.6% | -72.4% | -56.2% |
| 6M | -52.7% | +8.2% | -60.9% | -52.7% |
| YTD | -58.4% | +16.3% | -74.8% | -58.7% |
| 1Y | -57.1% | +19.1% | -76.2% | -57.6% |
| 3Y | +629.5% | +67.4% | +562.1% | +563.3% |
| 5Y | +147.7% | +71.0% | +76.8% | +123.7% |
| All | +209.1% | +94.7% | +114.4% | +174.8% |
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