+368.5%
ASTS vs CPNG
-75.9%
+444.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.4% | +1.7% | +0.9% |
| 7D | +7.3% | -7.4% | +14.8% | +11.1% |
| 30D | -8.9% | -4.4% | -4.4% | -7.3% |
| 3M | -41.9% | -7.5% | -34.4% | -39.7% |
| 6M | -40.6% | -19.9% | -20.6% | -35.7% |
| YTD | -14.2% | -35.2% | +21.0% | +1.5% |
| 1Y | +48.9% | -46.8% | +95.6% | +91.6% |
| 3Y | +1,461.7% | -20.2% | +1,481.8% | +1,603.8% |
| 5Y | +404.1% | -48.4% | +452.6% | +447.2% |
| All | +368.5% | -75.9% | +444.4% | +352.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling