+538.9%
ASTS vs COPX
+526.7%
+12.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.9% | -6.5% | -6.1% |
| 7D | 0.0% | +6.0% | -5.9% | -3.1% |
| 30D | -9.2% | +6.4% | -15.7% | -12.2% |
| 3M | -29.6% | +19.3% | -48.9% | -35.9% |
| 6M | -30.5% | +16.2% | -46.7% | -35.6% |
| YTD | -14.1% | +33.2% | -47.2% | -25.3% |
| 1Y | +69.1% | +90.2% | -21.1% | +25.2% |
| 3Y | +1,525.5% | +175.7% | +1,349.9% | +939.9% |
| 5Y | +425.9% | +193.1% | +232.7% | +230.3% |
| All | +538.9% | +526.7% | +12.2% | +288.1% |
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