+706.2%
ASTS vs CMI
+111.2%
+595.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.7% | +6.7% |
| 7D | -21.1% | -10.0% | -11.1% | -12.0% |
| 30D | -46.7% | -13.0% | -33.7% | -38.6% |
| 3M | -52.0% | -29.9% | -22.2% | -31.5% |
| 6M | -54.3% | -36.7% | -17.6% | -28.4% |
| YTD | -55.5% | -10.9% | -44.6% | -50.0% |
| 1Y | -50.5% | -1.3% | -49.1% | -48.5% |
| 3Y | +706.2% | +117.4% | +588.8% | +331.1% |
| All | +706.2% | +111.2% | +595.1% | +331.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling