+230.9%
ASTS vs CMS
+33.5%
+197.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.3% | +8.4% | +7.0% |
| 7D | -21.1% | -0.5% | -20.6% | -21.1% |
| 30D | -46.7% | +7.2% | -53.9% | -46.7% |
| 3M | -52.0% | -1.3% | -50.7% | -52.0% |
| 6M | -54.3% | -4.3% | -49.9% | -54.3% |
| YTD | -55.5% | +2.1% | -57.6% | -55.5% |
| 1Y | -50.5% | -0.6% | -49.9% | -50.5% |
| 3Y | +706.2% | +38.0% | +668.2% | +698.5% |
| 5Y | +165.2% | +33.6% | +131.6% | +164.9% |
| All | +230.9% | +33.5% | +197.4% | +231.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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