+253.1%
ASTS vs COR
+393.6%
-140.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.6% | -5.8% |
| 7D | +14.2% | +2.9% | +11.4% | +14.3% |
| 30D | -26.7% | +5.8% | -32.5% | -26.4% |
| 3M | -53.6% | +11.4% | -65.0% | -53.3% |
| 6M | -52.7% | +34.5% | -87.2% | -52.4% |
| YTD | -52.5% | +4.1% | -56.6% | -51.8% |
| 1Y | -46.5% | -3.1% | -43.4% | -45.7% |
| 3Y | +700.5% | +80.9% | +619.6% | +683.7% |
| 5Y | +168.5% | +195.1% | -26.7% | +151.7% |
| All | +253.1% | +393.6% | -140.5% | +225.1% |
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