+253.1%
ASTS vs CP
+118.8%
+134.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.2% |
| 7D | +14.2% | +0.9% | +13.3% | +13.7% |
| 30D | -26.7% | +10.3% | -37.0% | -30.7% |
| 3M | -53.6% | +2.3% | -55.9% | -54.2% |
| 6M | -52.7% | +10.7% | -63.4% | -55.5% |
| YTD | -52.5% | +29.3% | -81.8% | -58.9% |
| 1Y | -46.5% | +31.5% | -78.0% | -53.9% |
| 3Y | +700.5% | +36.7% | +663.7% | +595.8% |
| 5Y | +168.5% | +26.8% | +141.7% | +138.7% |
| All | +253.1% | +118.8% | +134.3% | +196.6% |
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