+653.1%
ASTS vs CSGP
-58.5%
+711.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.6% | -13.6% | -15.1% |
| 7D | -29.9% | +13.9% | -43.8% | -30.9% |
| 30D | -52.2% | +16.0% | -68.2% | -53.5% |
| 3M | -55.8% | +6.1% | -61.9% | -56.7% |
| 6M | -52.7% | -8.2% | -44.6% | -52.4% |
| YTD | -58.4% | -52.3% | -6.1% | -45.6% |
| 1Y | -57.1% | -54.5% | -2.6% | -42.5% |
| All | +653.1% | -58.5% | +711.6% | +964.0% |
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