+244.8%
ASTS vs CPRT
+55.2%
+189.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.5% | -8.2% | -8.5% |
| 7D | -9.3% | +4.0% | -13.3% | -10.8% |
| 30D | -33.9% | +18.2% | -52.1% | -38.7% |
| 3M | -51.0% | +9.2% | -60.2% | -53.6% |
| 6M | -55.1% | -4.8% | -50.3% | -55.5% |
| YTD | -53.6% | -17.5% | -36.1% | -50.5% |
| 1Y | -51.0% | -22.0% | -29.0% | -46.3% |
| 3Y | +681.7% | -33.7% | +715.4% | +827.4% |
| 5Y | +182.4% | -15.0% | +197.4% | +170.0% |
| All | +244.8% | +55.2% | +189.7% | +216.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 10y: compounded portfolio wealth divided by compounded CPRT 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…
10y analysis · Full analysis span regression · 6 months rolling