+274.8%
ASTS vs CNP
+70.7%
+204.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.6% | +9.3% | +8.8% |
| 7D | +2.8% | -0.1% | +2.9% | +2.9% |
| 30D | -28.8% | +5.0% | -33.9% | -29.3% |
| 3M | -48.9% | +2.7% | -51.5% | -49.1% |
| 6M | -55.6% | -1.9% | -53.7% | -55.6% |
| YTD | -49.6% | +8.8% | -58.3% | -50.4% |
| 1Y | -46.1% | +5.6% | -51.7% | -46.8% |
| 3Y | +749.7% | +63.2% | +686.4% | +680.4% |
| 5Y | +193.2% | +73.8% | +119.4% | +170.3% |
| All | +274.8% | +70.7% | +204.2% | +237.0% |
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