+209.1%
ASTS vs CPRT
+56.0%
+153.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.4% | -14.8% | -15.0% |
| 7D | -29.9% | +9.9% | -39.8% | -32.9% |
| 30D | -52.2% | +21.1% | -73.3% | -56.1% |
| 3M | -55.8% | +12.3% | -68.2% | -58.7% |
| 6M | -52.7% | -2.0% | -50.7% | -53.9% |
| YTD | -58.4% | -17.0% | -41.4% | -55.8% |
| 1Y | -57.1% | -22.5% | -34.6% | -52.7% |
| 3Y | +629.5% | -29.3% | +658.8% | +735.6% |
| 5Y | +147.7% | -15.6% | +163.3% | +136.8% |
| All | +209.1% | +56.0% | +153.1% | +183.0% |
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 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