+48.9%
ASTS vs COPX
+84.7%
-35.8%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.9% |
| 7D | +7.3% | -4.0% | +11.3% | +11.6% |
| 30D | -8.9% | +4.5% | -13.4% | -12.6% |
| 3M | -41.9% | +0.8% | -42.8% | -42.5% |
| 6M | -40.6% | +3.2% | -43.8% | -42.7% |
| YTD | -14.2% | +26.7% | -40.9% | -36.8% |
| 1Y | +48.9% | +85.7% | -36.8% | -11.6% |
| All | +48.9% | +84.7% | -35.8% | -11.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling