+788.3%
ASTS vs CSGP
-57.8%
+846.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -4.5% |
| 7D | -15.8% | +18.3% | -34.1% | -17.3% |
| 30D | -39.0% | +17.8% | -56.8% | -40.8% |
| 3M | -49.3% | +9.3% | -58.6% | -50.5% |
| 6M | -47.9% | -7.9% | -40.0% | -47.4% |
| YTD | -51.0% | -51.5% | +0.6% | -36.0% |
| 1Y | -49.2% | -53.3% | +4.2% | -32.2% |
| All | +788.3% | -57.8% | +846.1% | +1,152.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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