+431.2%
ASTS vs CMS
+23.4%
+407.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +7.3% | +0.4% | +7.0% | +7.3% |
| 30D | -8.9% | -3.6% | -5.3% | -8.6% |
| 3M | -41.9% | -1.9% | -40.0% | -42.2% |
| 6M | -40.6% | -11.0% | -29.6% | -39.9% |
| YTD | -14.2% | +0.2% | -14.4% | -14.6% |
| 1Y | +48.9% | -1.3% | +50.2% | +48.4% |
| 3Y | +1,461.7% | +35.9% | +1,425.7% | +1,347.6% |
| All | +431.2% | +23.4% | +407.8% | +410.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling