+815.5%
ASTS vs CP
+35.8%
+779.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | -0.7% | +3.5% | +3.7% |
| 30D | -28.8% | +9.6% | -38.5% | -35.4% |
| 3M | -48.9% | +2.2% | -51.1% | -50.2% |
| 6M | -55.6% | +11.1% | -66.7% | -60.9% |
| YTD | -49.6% | +28.2% | -77.8% | -62.4% |
| 1Y | -46.1% | +32.2% | -78.2% | -61.0% |
| All | +815.5% | +35.8% | +779.7% | +485.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling