+1,505.9%
ASTS vs CPRT
-25.5%
+1,531.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.2% |
| 7D | +7.3% | +2.2% | +5.1% | +6.8% |
| 30D | -8.9% | +16.6% | -25.5% | -12.4% |
| 3M | -41.9% | +9.6% | -51.5% | -43.6% |
| 6M | -40.6% | -11.1% | -29.5% | -36.0% |
| YTD | -14.2% | -13.9% | -0.3% | -6.1% |
| 1Y | +48.9% | -32.5% | +81.4% | +86.4% |
| All | +1,505.9% | -25.5% | +1,531.5% | +1,729.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling