+653.1%
ASTS vs CP
+28.7%
+624.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.7% | -14.5% | -14.6% |
| 7D | -29.9% | +6.1% | -36.0% | -34.0% |
| 30D | -52.2% | +9.8% | -61.9% | -56.7% |
| 3M | -55.8% | +2.7% | -58.6% | -57.1% |
| 6M | -52.7% | +12.8% | -65.5% | -58.9% |
| YTD | -58.4% | +28.2% | -86.6% | -68.9% |
| 1Y | -57.1% | +34.1% | -91.2% | -69.4% |
| All | +653.1% | +28.7% | +624.4% | +457.2% |
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 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