-52.7%
ASTS vs COR
+12.0%
-64.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.0% | -11.2% | -18.0% |
| 7D | -29.9% | +2.8% | -32.6% | -28.1% |
| 30D | -52.2% | +7.4% | -59.5% | -49.1% |
| 3M | -55.8% | +7.3% | -63.1% | -52.7% |
| 6M | -52.7% | +11.5% | -64.2% | -44.9% |
| All | -52.7% | +12.0% | -64.7% | -44.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling