+147.7%
ASTS vs CPRT
-17.2%
+164.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.0% |
| 7D | -29.9% | +9.9% | -39.8% | -34.1% |
| 30D | -52.2% | +21.1% | -73.3% | -57.8% |
| 3M | -55.8% | +12.3% | -68.2% | -60.0% |
| 6M | -52.7% | -2.0% | -50.7% | -54.4% |
| YTD | -58.4% | -17.0% | -41.4% | -54.1% |
| 1Y | -57.1% | -22.5% | -34.6% | -49.8% |
| 3Y | +629.5% | -29.3% | +658.8% | +755.7% |
| 5Y | +147.7% | -15.6% | +163.3% | +85.0% |
| All | +147.7% | -17.2% | +164.9% | +85.0% |
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