+160.4%
ASTS vs COR
+203.9%
-43.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +3.0% | -8.5% | -5.2% |
| 7D | +0.8% | +7.8% | -7.0% | +1.7% |
| 30D | -22.6% | +7.0% | -29.6% | -21.9% |
| 3M | -54.4% | +16.3% | -70.7% | -53.4% |
| 6M | -56.4% | +41.3% | -97.7% | -55.1% |
| YTD | -55.1% | +7.1% | -62.3% | -53.4% |
| 1Y | -46.9% | -0.8% | -46.1% | -45.1% |
| 3Y | +715.0% | +85.0% | +630.0% | +690.5% |
| All | +160.4% | +203.9% | -43.5% | +119.3% |
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