+182.4%
ASTS vs COR
+196.4%
-14.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.5% | -8.6% |
| 7D | -9.3% | +2.4% | -11.7% | -9.1% |
| 30D | -33.9% | +7.7% | -41.6% | -33.2% |
| 3M | -51.0% | +7.5% | -58.5% | -50.4% |
| 6M | -55.1% | +34.1% | -89.2% | -54.0% |
| YTD | -53.6% | +3.9% | -57.5% | -52.1% |
| 1Y | -51.0% | -3.6% | -47.3% | -49.4% |
| 3Y | +681.7% | +80.5% | +601.2% | +653.0% |
| 5Y | +182.4% | +194.9% | -12.5% | +136.4% |
| All | +182.4% | +196.4% | -14.0% | +136.4% |
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