-55.3%
ASTS vs CMI
-31.2%
-24.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.6% | +10.5% | +10.4% |
| 7D | +1.5% | -6.8% | +8.4% | +8.7% |
| 30D | -27.6% | -10.9% | -16.7% | -19.4% |
| 3M | -48.7% | -27.3% | -21.4% | -30.9% |
| All | -55.3% | -31.2% | -24.1% | -37.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling