+537.8%
ASTS vs CMS
+31.0%
+506.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.9% |
| 3M | -41.9% | -1.9% | -40.0% | -42.0% |
| 6M | -40.6% | -11.0% | -29.6% | -40.6% |
| YTD | -14.2% | +0.2% | -14.4% | -14.3% |
| 1Y | +48.9% | -1.3% | +50.2% | +48.8% |
| 3Y | +1,461.7% | +35.9% | +1,425.7% | +1,445.7% |
| 5Y | +404.1% | +23.1% | +381.0% | +400.5% |
| All | +537.8% | +31.0% | +506.7% | +538.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling