+537.8%
ASTS vs CPRT
+62.0%
+475.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | +0.1% |
| 7D | +7.3% | +2.2% | +5.1% | +6.2% |
| 30D | -8.9% | +16.6% | -25.5% | -15.2% |
| 3M | -41.9% | +9.6% | -51.5% | -45.5% |
| 6M | -40.6% | -11.1% | -29.5% | -38.1% |
| YTD | -14.2% | -13.9% | -0.3% | -9.3% |
| 1Y | +48.9% | -32.5% | +81.4% | +78.9% |
| 3Y | +1,461.7% | -25.0% | +1,486.7% | +1,661.3% |
| 5Y | +404.1% | -7.4% | +411.5% | +374.5% |
| All | +537.8% | +62.0% | +475.8% | +480.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling