+277.6%
ASTS vs CP
+117.5%
+160.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.0% | +12.1% | +13.1% |
| 7D | +1.5% | +2.8% | -1.2% | +0.1% |
| 30D | -27.6% | +11.3% | -38.9% | -31.9% |
| 3M | -48.7% | +2.9% | -51.6% | -49.5% |
| 6M | -50.8% | +9.8% | -60.6% | -53.6% |
| YTD | -49.2% | +28.5% | -77.7% | -55.9% |
| 1Y | -46.7% | +33.5% | -80.2% | -54.5% |
| 3Y | +793.2% | +31.9% | +761.3% | +686.2% |
| 5Y | +195.6% | +25.5% | +170.1% | +163.8% |
| All | +277.6% | +117.5% | +160.1% | +218.2% |
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