+230.9%
ASTS vs CNH
+36.2%
+194.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.8% | +4.3% | +5.9% |
| 7D | -21.1% | -1.7% | -19.4% | -20.3% |
| 30D | -46.7% | -7.2% | -39.5% | -44.9% |
| 3M | -52.0% | +6.5% | -58.5% | -53.6% |
| 6M | -54.3% | +7.9% | -62.1% | -56.0% |
| YTD | -55.5% | +26.6% | -82.1% | -60.0% |
| 1Y | -50.5% | +13.8% | -64.2% | -53.6% |
| 3Y | +706.2% | +9.2% | +697.0% | +649.1% |
| 5Y | +165.2% | -15.6% | +180.8% | +164.3% |
| All | +230.9% | +36.2% | +194.7% | +217.4% |
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