+576.8%
ASTS vs CMG
+137.5%
+439.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +18.5% | -1.5% | +20.0% | +19.4% |
| 30D | -8.1% | +12.7% | -20.8% | -13.1% |
| 3M | -28.2% | +26.3% | -54.4% | -36.8% |
| 6M | -26.1% | +4.5% | -30.6% | -29.2% |
| YTD | -9.0% | -0.1% | -8.9% | -10.7% |
| 1Y | +62.2% | -6.8% | +69.0% | +62.6% |
| 3Y | +1,621.9% | -5.0% | +1,626.9% | +1,498.7% |
| 5Y | +457.0% | -3.0% | +460.1% | +371.2% |
| All | +576.8% | +137.5% | +439.3% | +430.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 10y: compounded portfolio wealth divided by compounded CMG 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…
10y analysis · Full analysis span regression · 6 months rolling