+253.1%
ASTS vs CNH
+41.1%
+212.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -4.0% |
| 7D | +14.2% | +6.4% | +7.8% | +11.9% |
| 30D | -26.7% | -1.6% | -25.1% | -25.8% |
| 3M | -53.6% | +11.6% | -65.1% | -55.8% |
| 6M | -52.7% | +12.5% | -65.2% | -55.2% |
| YTD | -52.5% | +31.1% | -83.6% | -57.7% |
| 1Y | -46.5% | +17.0% | -63.5% | -50.1% |
| 3Y | +700.5% | +28.7% | +671.7% | +606.2% |
| 5Y | +168.5% | -17.4% | +185.9% | +167.3% |
| All | +253.1% | +41.1% | +212.1% | +235.4% |
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