+653.1%
ASTS vs CNP
+57.5%
+595.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.6% | -12.6% | -14.8% |
| 7D | -29.9% | -5.3% | -24.6% | -29.3% |
| 30D | -52.2% | +3.7% | -55.8% | -52.3% |
| 3M | -55.8% | -1.1% | -54.7% | -55.7% |
| 6M | -52.7% | -7.1% | -45.6% | -52.4% |
| YTD | -58.4% | +6.0% | -64.4% | -59.6% |
| 1Y | -57.1% | +5.2% | -62.3% | -58.2% |
| All | +653.1% | +57.5% | +595.6% | +516.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling