+253.1%
ASTS vs CMG
+126.0%
+127.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.0% | -1.8% | -4.0% |
| 7D | +14.2% | -0.6% | +14.9% | +14.7% |
| 30D | -26.7% | +15.9% | -42.6% | -31.7% |
| 3M | -53.6% | +7.8% | -61.3% | -55.6% |
| 6M | -52.7% | +7.7% | -60.4% | -55.8% |
| YTD | -52.5% | -4.9% | -47.6% | -52.8% |
| 1Y | -46.5% | +12.3% | -58.8% | -51.1% |
| 3Y | +700.5% | -17.1% | +717.5% | +689.7% |
| 5Y | +168.5% | -5.6% | +174.1% | +129.1% |
| All | +253.1% | +126.0% | +127.2% | +180.6% |
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