+277.6%
ASTS vs COR
+388.5%
-110.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.7% | +10.4% | +14.3% |
| 7D | +1.5% | +2.3% | -0.8% | +1.7% |
| 30D | -27.6% | +6.8% | -34.4% | -27.3% |
| 3M | -48.7% | +8.1% | -56.8% | -48.5% |
| 6M | -50.8% | +33.0% | -83.8% | -50.5% |
| YTD | -49.2% | +3.0% | -52.2% | -48.5% |
| 1Y | -46.7% | -3.4% | -43.3% | -45.9% |
| 3Y | +793.2% | +80.1% | +713.1% | +773.5% |
| 5Y | +195.6% | +194.7% | +0.9% | +176.9% |
| All | +277.6% | +388.5% | -110.9% | +247.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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