+62.2%
ASTS vs CMG
-9.9%
+72.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +18.5% | -1.5% | +20.0% | +19.1% |
| 30D | -8.1% | +12.7% | -20.8% | -11.6% |
| 3M | -28.2% | +26.3% | -54.4% | -35.5% |
| 6M | -26.1% | +4.5% | -30.6% | -27.5% |
| YTD | -9.0% | -0.1% | -8.9% | -7.8% |
| 1Y | +62.2% | -6.8% | +69.0% | +73.6% |
| All | +62.2% | -9.9% | +72.0% | +73.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling