+230.9%
ASTS vs CNP
+69.2%
+161.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.3% | +6.8% |
| 7D | -21.1% | -4.2% | -16.9% | -20.6% |
| 30D | -46.7% | +5.5% | -52.2% | -47.1% |
| 3M | -52.0% | +0.6% | -52.6% | -52.0% |
| 6M | -54.3% | -2.8% | -51.4% | -54.2% |
| YTD | -55.5% | +7.9% | -63.3% | -56.2% |
| 1Y | -50.5% | +6.7% | -57.1% | -51.2% |
| 3Y | +706.2% | +61.1% | +645.1% | +641.8% |
| 5Y | +165.2% | +73.0% | +92.3% | +144.8% |
| All | +230.9% | +69.2% | +161.7% | +197.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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