+230.9%
ASTS vs COP
+211.7%
+19.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | -21.1% | -11.5% | -9.6% | -20.1% |
| 30D | -46.7% | +5.0% | -51.6% | -47.0% |
| 3M | -52.0% | +17.5% | -69.5% | -52.9% |
| 6M | -54.3% | +16.2% | -70.5% | -55.2% |
| YTD | -55.5% | +48.8% | -104.3% | -57.9% |
| 1Y | -50.5% | +64.1% | -114.6% | -53.6% |
| 3Y | +706.2% | +25.7% | +680.6% | +667.0% |
| 5Y | +165.2% | +114.4% | +50.9% | +143.7% |
| All | +230.9% | +211.7% | +19.2% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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