+1,923.1%
ASTS vs CORZ
+222.3%
+1,700.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.3% | +0.3% |
| 7D | +7.3% | +8.4% | -1.0% | +4.1% |
| 30D | -8.9% | -17.8% | +8.9% | -1.7% |
| 3M | -41.9% | -35.9% | -6.0% | -32.0% |
| 6M | -40.6% | +12.9% | -53.5% | -43.0% |
| YTD | -14.2% | +22.9% | -37.1% | -19.4% |
| 1Y | +48.9% | +31.4% | +17.5% | +37.7% |
| All | +1,923.1% | +222.3% | +1,700.7% | +950.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling