-55.6%
ASTS vs CMG
+13.5%
-69.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.0% | +6.7% | +8.7% |
| 7D | +2.8% | +4.1% | -1.3% | +2.7% |
| 30D | -28.8% | +20.5% | -49.4% | -28.7% |
| 3M | -48.9% | +14.5% | -63.4% | -48.2% |
| 6M | -55.6% | +14.8% | -70.4% | -54.2% |
| All | -55.6% | +13.5% | -69.1% | -54.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling