+958.4%
ASTS vs CORZ
+161.6%
+796.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.0% | -6.5% | -5.9% |
| 7D | +0.8% | +23.5% | -22.6% | -7.4% |
| 30D | -22.6% | +7.5% | -30.1% | -24.8% |
| 3M | -54.4% | -26.6% | -27.8% | -48.7% |
| 6M | -56.4% | -39.5% | -16.9% | -47.7% |
| YTD | -55.1% | -0.3% | -54.8% | -54.4% |
| 1Y | -46.9% | -4.2% | -42.7% | -45.0% |
| All | +958.4% | +161.6% | +796.8% | +494.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling