+209.1%
ASTS vs CMS
+35.3%
+173.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.2% |
| 7D | -29.9% | +1.7% | -31.6% | -29.9% |
| 30D | -52.2% | +8.6% | -60.8% | -52.1% |
| 3M | -55.8% | -0.5% | -55.4% | -55.8% |
| 6M | -52.7% | -4.2% | -48.5% | -52.7% |
| YTD | -58.4% | +3.4% | -61.9% | -58.4% |
| 1Y | -57.1% | +0.4% | -57.5% | -57.1% |
| 3Y | +629.5% | +38.2% | +591.3% | +622.8% |
| 5Y | +147.7% | +35.4% | +112.3% | +147.5% |
| All | +209.1% | +35.3% | +173.8% | +209.4% |
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