+264.6%
ASTS vs CP
+118.4%
+146.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.5% | -7.6% | -5.9% |
| 7D | -15.8% | +5.6% | -21.4% | -18.4% |
| 30D | -39.0% | +10.0% | -49.1% | -42.3% |
| 3M | -49.3% | +4.4% | -53.7% | -50.6% |
| 6M | -47.9% | +14.1% | -62.0% | -51.8% |
| YTD | -51.0% | +29.1% | -80.0% | -57.5% |
| 1Y | -49.2% | +34.6% | -83.7% | -56.7% |
| 3Y | +760.4% | +29.8% | +730.6% | +660.3% |
| 5Y | +185.6% | +28.7% | +157.0% | +153.7% |
| All | +264.6% | +118.4% | +146.2% | +206.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling