+62.2%
ASTS vs CPNG
-50.4%
+112.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.3% | +7.6% |
| 7D | +18.5% | -6.3% | +24.8% | +22.1% |
| 30D | -8.1% | -8.7% | +0.7% | -4.3% |
| 3M | -28.2% | -2.4% | -25.7% | -26.7% |
| 6M | -26.1% | -22.3% | -3.8% | -21.1% |
| YTD | -9.0% | -37.2% | +28.3% | +10.2% |
| 1Y | +62.2% | -53.0% | +115.2% | +172.3% |
| All | +62.2% | -50.4% | +112.6% | +172.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 1y: compounded portfolio wealth divided by compounded CPNG 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…
1y analysis · Full analysis span regression · 6 months rolling