+277.6%
ASTS vs CMG
+129.6%
+148.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.8% | +10.3% | +12.5% |
| 7D | +1.5% | +8.6% | -7.1% | -2.2% |
| 30D | -27.6% | +13.1% | -40.8% | -31.9% |
| 3M | -48.7% | +9.0% | -57.7% | -51.3% |
| 6M | -50.8% | +10.0% | -60.8% | -54.6% |
| YTD | -49.2% | -3.4% | -45.8% | -49.9% |
| 1Y | -46.7% | +16.8% | -63.5% | -52.3% |
| 3Y | +793.2% | -14.7% | +807.9% | +768.7% |
| 5Y | +195.6% | -1.5% | +197.1% | +149.0% |
| All | +277.6% | +129.6% | +148.0% | +197.6% |
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