+1,020.1%
ASTS vs CORZ
+159.1%
+861.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.3% | -4.5% | -5.3% |
| 7D | +14.2% | +26.4% | -12.1% | +4.1% |
| 30D | -26.7% | -6.8% | -19.9% | -24.5% |
| 3M | -53.6% | -31.1% | -22.5% | -46.5% |
| 6M | -52.7% | -36.9% | -15.8% | -44.0% |
| YTD | -52.5% | -1.2% | -51.3% | -51.5% |
| 1Y | -46.5% | -12.5% | -34.0% | -43.0% |
| All | +1,020.1% | +159.1% | +861.0% | +532.2% |
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