+576.8%
ASTS vs CMI
+282.0%
+294.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.0% |
| 7D | +18.5% | +1.9% | +16.6% | +17.0% |
| 30D | -8.1% | -12.5% | +4.4% | +0.7% |
| 3M | -28.2% | -16.2% | -12.0% | -19.4% |
| 6M | -26.1% | +4.9% | -31.0% | -27.7% |
| YTD | -9.0% | +11.1% | -20.1% | -13.0% |
| 1Y | +62.2% | +43.4% | +18.8% | +35.4% |
| 3Y | +1,621.9% | +154.1% | +1,467.8% | +998.2% |
| 5Y | +457.0% | +169.5% | +287.5% | +242.1% |
| All | +576.8% | +282.0% | +294.8% | +309.5% |
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