+949.7%
ASTS vs CORZ
+111.9%
+837.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.3% | +3.7% | +5.7% |
| 7D | -21.1% | -11.2% | -9.8% | -17.1% |
| 30D | -46.7% | -26.2% | -20.5% | -39.8% |
| 3M | -52.0% | -44.1% | -7.9% | -39.8% |
| 6M | -54.3% | -52.3% | -2.0% | -39.5% |
| YTD | -55.5% | -19.2% | -36.3% | -50.7% |
| 1Y | -50.5% | -42.9% | -7.6% | -39.1% |
| All | +949.7% | +111.9% | +837.8% | +542.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 3y: compounded portfolio wealth divided by compounded CORZ 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…
3y analysis · Full analysis span regression · 6 months rolling