+431.2%
ASTS vs COPX
+171.2%
+260.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.8% |
| 7D | +7.3% | -4.0% | +11.3% | +10.9% |
| 30D | -8.9% | +4.5% | -13.4% | -12.0% |
| 3M | -41.9% | +0.8% | -42.8% | -42.2% |
| 6M | -40.6% | +3.2% | -43.8% | -42.0% |
| YTD | -14.2% | +26.7% | -40.9% | -28.8% |
| 1Y | +48.9% | +85.7% | -36.8% | -5.8% |
| 3Y | +1,461.7% | +151.2% | +1,310.5% | +696.9% |
| All | +431.2% | +171.2% | +260.0% | +160.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling