+174.0%
ASTS vs CPRT
-17.4%
+191.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.6% | +8.7% | +7.9% |
| 7D | -21.1% | +6.0% | -27.1% | -24.3% |
| 30D | -46.7% | +20.0% | -66.7% | -52.8% |
| 3M | -52.0% | +10.1% | -62.1% | -56.0% |
| 6M | -54.3% | -4.3% | -49.9% | -55.3% |
| YTD | -55.5% | -18.4% | -37.1% | -50.4% |
| 1Y | -50.5% | -20.1% | -30.4% | -44.1% |
| 3Y | +706.2% | -30.4% | +736.6% | +853.1% |
| All | +174.0% | -17.4% | +191.4% | +113.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling