+230.9%
ASTS vs COPX
+368.7%
-137.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.6% | +6.2% |
| 7D | -21.1% | -1.0% | -20.1% | -20.5% |
| 30D | -46.7% | -14.8% | -31.9% | -41.5% |
| 3M | -52.0% | -17.2% | -34.8% | -46.4% |
| 6M | -54.3% | -14.5% | -39.8% | -49.6% |
| YTD | -55.5% | -0.4% | -55.1% | -54.4% |
| 1Y | -50.5% | +21.9% | -72.3% | -53.8% |
| 3Y | +706.2% | +123.7% | +582.5% | +493.0% |
| 5Y | +165.2% | +121.8% | +43.4% | +96.5% |
| All | +230.9% | +368.7% | -137.8% | +137.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling