+174.0%
ASTS vs CMG
-4.5%
+178.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.6% |
| 7D | -21.1% | +8.0% | -29.1% | -25.0% |
| 30D | -46.7% | +11.9% | -58.6% | -50.8% |
| 3M | -52.0% | +2.1% | -54.1% | -53.6% |
| 6M | -54.3% | +5.2% | -59.4% | -58.2% |
| YTD | -55.5% | -6.9% | -48.5% | -55.6% |
| 1Y | -50.5% | +12.7% | -63.1% | -57.0% |
| 3Y | +706.2% | -16.8% | +723.0% | +610.2% |
| All | +174.0% | -4.5% | +178.5% | +100.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling