+706.2%
ASTS vs CPNG
-3.9%
+710.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +7.5% |
| 7D | -21.1% | +13.4% | -34.4% | -27.4% |
| 30D | -46.7% | +10.0% | -56.7% | -50.1% |
| 3M | -52.0% | -0.4% | -51.6% | -52.5% |
| 6M | -54.3% | -8.9% | -45.3% | -52.2% |
| YTD | -55.5% | -30.9% | -24.5% | -46.3% |
| 1Y | -50.5% | -43.8% | -6.6% | -30.3% |
| 3Y | +706.2% | -2.5% | +708.7% | +728.2% |
| All | +706.2% | -3.9% | +710.1% | +728.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling