+277.6%
ASTS vs CMI
+217.3%
+60.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.6% | +10.5% | +11.6% |
| 7D | +1.5% | -6.8% | +8.4% | +7.1% |
| 30D | -27.6% | -10.9% | -16.7% | -21.3% |
| 3M | -48.7% | -27.3% | -21.4% | -36.1% |
| 6M | -50.8% | -30.9% | -20.0% | -36.7% |
| YTD | -49.2% | -7.7% | -41.5% | -44.8% |
| 1Y | -46.7% | 0.0% | -46.7% | -44.1% |
| 3Y | +793.2% | +130.1% | +663.1% | +523.8% |
| 5Y | +195.6% | +121.5% | +74.1% | +107.0% |
| All | +277.6% | +217.3% | +60.3% | +159.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 10y: compounded portfolio wealth divided by compounded CMI 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…
10y analysis · Full analysis span regression · 6 months rolling