+230.9%
ASTS vs CPRT
+53.5%
+177.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.7% |
| 7D | -21.1% | +6.0% | -27.1% | -23.4% |
| 30D | -46.7% | +20.0% | -66.7% | -51.0% |
| 3M | -52.0% | +10.1% | -62.1% | -54.8% |
| 6M | -54.3% | -4.3% | -49.9% | -55.0% |
| YTD | -55.5% | -18.4% | -37.1% | -52.4% |
| 1Y | -50.5% | -20.1% | -30.4% | -46.6% |
| 3Y | +706.2% | -30.4% | +736.6% | +828.7% |
| 5Y | +165.2% | -17.0% | +182.2% | +155.0% |
| All | +230.9% | +53.5% | +177.4% | +204.7% |
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