+174.0%
ASTS vs COP
+113.7%
+60.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +6.9% |
| 7D | -21.1% | -11.5% | -9.6% | -19.4% |
| 30D | -46.7% | +5.0% | -51.6% | -47.2% |
| 3M | -52.0% | +17.5% | -69.5% | -53.6% |
| 6M | -54.3% | +16.2% | -70.5% | -55.9% |
| YTD | -55.5% | +48.8% | -104.3% | -59.9% |
| 1Y | -50.5% | +64.1% | -114.6% | -56.3% |
| 3Y | +706.2% | +25.7% | +680.6% | +630.5% |
| All | +174.0% | +113.7% | +60.2% | +129.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling