+274.8%
ASTS vs COR
+394.3%
-119.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +2.8% | -1.2% | +4.0% | +2.7% |
| 30D | -28.8% | +7.6% | -36.5% | -28.5% |
| 3M | -48.9% | +5.0% | -53.9% | -48.7% |
| 6M | -55.6% | +35.3% | -90.9% | -55.3% |
| YTD | -49.6% | +4.2% | -53.8% | -48.8% |
| 1Y | -46.1% | -3.4% | -42.6% | -45.2% |
| 3Y | +749.7% | +81.1% | +668.5% | +731.9% |
| 5Y | +193.2% | +195.8% | -2.6% | +174.9% |
| All | +274.8% | +394.3% | -119.5% | +245.1% |
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