+209.1%
ASTS vs CP
+116.9%
+92.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.5% | -14.9% |
| 7D | -29.9% | +6.1% | -36.0% | -32.2% |
| 30D | -52.2% | +9.8% | -61.9% | -54.6% |
| 3M | -55.8% | +2.7% | -58.6% | -56.5% |
| 6M | -52.7% | +12.8% | -65.5% | -55.9% |
| YTD | -58.4% | +28.2% | -86.6% | -63.8% |
| 1Y | -57.1% | +34.1% | -91.2% | -63.4% |
| 3Y | +629.5% | +28.9% | +600.6% | +547.3% |
| 5Y | +147.7% | +27.1% | +120.7% | +121.0% |
| All | +209.1% | +116.9% | +92.2% | +160.8% |
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