+209.1%
ASTS vs CSX
+135.9%
+73.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.3% |
| 7D | -29.9% | -2.7% | -27.2% | -29.0% |
| 30D | -52.2% | +7.0% | -59.2% | -53.6% |
| 3M | -55.8% | -0.3% | -55.5% | -55.9% |
| 6M | -52.7% | +13.5% | -66.3% | -55.6% |
| YTD | -58.4% | +41.5% | -99.9% | -64.5% |
| 1Y | -57.1% | +45.8% | -102.9% | -63.7% |
| 3Y | +629.5% | +74.4% | +555.1% | +471.9% |
| 5Y | +147.7% | +53.6% | +94.1% | +98.7% |
| All | +209.1% | +135.9% | +73.2% | +142.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 10y: compounded portfolio wealth divided by compounded CSX 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…
10y analysis · Full analysis span regression · 6 months rolling