+537.8%
ASTS vs CMG
+137.5%
+400.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +1.0% |
| 7D | +7.3% | -2.8% | +10.2% | +8.9% |
| 30D | -8.9% | +7.1% | -16.0% | -11.9% |
| 3M | -41.9% | +31.2% | -73.1% | -50.0% |
| 6M | -40.6% | +0.7% | -41.3% | -42.1% |
| YTD | -14.2% | -0.1% | -14.1% | -15.8% |
| 1Y | +48.9% | -10.7% | +59.6% | +52.4% |
| 3Y | +1,461.7% | -4.7% | +1,466.3% | +1,346.9% |
| 5Y | +404.1% | -3.8% | +407.9% | +327.0% |
| All | +537.8% | +137.5% | +400.3% | +400.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling