+431.2%
ASTS vs COR
+184.0%
+247.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.9% | +2.1% | +0.1% |
| 7D | +7.3% | +2.8% | +4.6% | +7.7% |
| 30D | -8.9% | +4.5% | -13.4% | -8.4% |
| 3M | -41.9% | +22.7% | -64.6% | -41.0% |
| 6M | -40.6% | -9.7% | -30.9% | -39.6% |
| YTD | -14.2% | -1.4% | -12.8% | -12.2% |
| 1Y | +48.9% | +13.9% | +34.9% | +52.1% |
| 3Y | +1,461.7% | +94.0% | +1,367.7% | +1,343.1% |
| All | +431.2% | +184.0% | +247.2% | +346.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling