+233.7%
ASTS vs CNH
+40.4%
+193.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.5% | -5.0% | -5.3% |
| 7D | +0.8% | +3.0% | -2.2% | +0.1% |
| 30D | -22.6% | -0.6% | -22.1% | -22.0% |
| 3M | -54.4% | +14.6% | -69.0% | -57.1% |
| 6M | -56.4% | +11.8% | -68.2% | -58.6% |
| YTD | -55.1% | +30.4% | -85.5% | -59.9% |
| 1Y | -46.9% | +19.1% | -66.0% | -50.8% |
| 3Y | +715.0% | +30.2% | +684.8% | +616.4% |
| 5Y | +153.7% | -17.8% | +171.5% | +153.2% |
| All | +233.7% | +40.4% | +193.3% | +217.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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