+160.4%
ASTS vs CPNG
-43.2%
+203.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.9% | -5.2% |
| 7D | +0.8% | -6.8% | +7.6% | +4.5% |
| 30D | -22.6% | +5.5% | -28.1% | -25.1% |
| 3M | -54.4% | -6.8% | -47.7% | -53.3% |
| 6M | -56.4% | -4.8% | -51.6% | -55.7% |
| YTD | -55.1% | -35.6% | -19.5% | -45.8% |
| 1Y | -46.9% | -46.8% | -0.2% | -29.2% |
| 3Y | +715.0% | -0.8% | +715.8% | +706.3% |
| All | +160.4% | -43.2% | +203.5% | +242.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling