+264.6%
ASTS vs CSGP
-41.1%
+305.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +4.0% | -8.1% | -5.3% |
| 7D | -15.8% | +18.3% | -34.1% | -20.3% |
| 30D | -39.0% | +17.8% | -56.8% | -43.3% |
| 3M | -49.3% | +9.3% | -58.6% | -52.2% |
| 6M | -47.9% | -7.9% | -40.0% | -49.1% |
| YTD | -51.0% | -51.5% | +0.6% | -37.5% |
| 1Y | -49.2% | -53.3% | +4.2% | -33.9% |
| 3Y | +760.4% | -57.9% | +818.3% | +1,043.4% |
| 5Y | +185.6% | -61.3% | +247.0% | +263.9% |
| All | +264.6% | -41.1% | +305.7% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling