+230.9%
ASTS vs COR
+371.3%
-140.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.9% | +7.0% |
| 7D | -21.1% | +0.8% | -21.9% | -21.0% |
| 30D | -46.7% | +5.1% | -51.8% | -46.5% |
| 3M | -52.0% | +2.8% | -54.8% | -51.8% |
| 6M | -54.3% | +32.5% | -86.8% | -54.0% |
| YTD | -55.5% | -0.7% | -54.8% | -54.9% |
| 1Y | -50.5% | -6.7% | -43.8% | -49.8% |
| 3Y | +706.2% | +73.7% | +632.5% | +687.4% |
| 5Y | +165.2% | +177.9% | -12.6% | +148.3% |
| All | +230.9% | +371.3% | -140.4% | +204.1% |
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