+230.9%
ASTS vs CP
+113.2%
+117.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +7.9% |
| 7D | -21.1% | +2.8% | -23.9% | -22.4% |
| 30D | -46.7% | +10.2% | -56.9% | -49.6% |
| 3M | -52.0% | +2.4% | -54.4% | -52.7% |
| 6M | -54.3% | +7.7% | -61.9% | -56.4% |
| YTD | -55.5% | +26.0% | -81.5% | -61.0% |
| 1Y | -50.5% | +34.6% | -85.1% | -57.9% |
| 3Y | +706.2% | +26.7% | +679.6% | +621.2% |
| 5Y | +165.2% | +24.9% | +140.3% | +138.5% |
| All | +230.9% | +113.2% | +117.7% | +181.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling