+244.8%
ASTS vs COPX
+379.4%
-134.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.2% | -5.5% | -6.9% |
| 7D | -9.3% | +1.6% | -10.9% | -9.5% |
| 30D | -33.9% | -15.0% | -18.9% | -26.9% |
| 3M | -51.0% | -18.6% | -32.4% | -44.6% |
| 6M | -55.1% | -14.9% | -40.2% | -50.4% |
| YTD | -53.6% | +1.8% | -55.5% | -52.9% |
| 1Y | -51.0% | +19.7% | -70.6% | -53.8% |
| 3Y | +681.7% | +140.9% | +540.8% | +461.0% |
| 5Y | +182.4% | +130.6% | +51.8% | +107.0% |
| All | +244.8% | +379.4% | -134.5% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling