+715.0%
ASTS vs CMG
-16.8%
+731.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -5.6% |
| 7D | +0.8% | +2.5% | -1.6% | +0.3% |
| 30D | -22.6% | +15.6% | -38.2% | -26.2% |
| 3M | -54.4% | +8.2% | -62.6% | -55.7% |
| 6M | -56.4% | +9.9% | -66.3% | -58.6% |
| YTD | -55.1% | -4.6% | -50.5% | -54.8% |
| 1Y | -46.9% | +12.4% | -59.4% | -49.7% |
| 3Y | +715.0% | -18.0% | +733.0% | +1,180.5% |
| All | +715.0% | -16.8% | +731.8% | +1,180.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling