+431.2%
ASTS vs CSGP
-64.7%
+495.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.3% |
| 7D | +7.3% | -4.1% | +11.4% | +9.1% |
| 30D | -8.9% | +2.3% | -11.2% | -10.9% |
| 3M | -41.9% | -8.2% | -33.8% | -41.5% |
| 6M | -40.6% | -35.1% | -5.5% | -28.3% |
| YTD | -14.2% | -54.0% | +39.8% | +24.6% |
| 1Y | +48.9% | -65.3% | +114.2% | +156.3% |
| 3Y | +1,461.7% | -62.6% | +1,524.2% | +2,362.3% |
| All | +431.2% | -64.7% | +495.9% | +624.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling