+233.7%
ASTS vs COPX
+355.4%
-121.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.5% | -3.0% | -4.1% |
| 7D | +0.8% | -2.8% | +3.7% | +3.1% |
| 30D | -22.6% | -14.3% | -8.3% | -14.8% |
| 3M | -54.4% | -19.0% | -35.4% | -48.1% |
| 6M | -56.4% | -24.4% | -32.0% | -48.4% |
| YTD | -55.1% | -3.2% | -51.9% | -53.0% |
| 1Y | -46.9% | +15.2% | -62.1% | -48.7% |
| 3Y | +715.0% | +127.6% | +587.4% | +504.4% |
| 5Y | +153.7% | +106.0% | +47.7% | +93.4% |
| All | +233.7% | +355.4% | -121.7% | +144.5% |
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