-57.1%
ASTS vs CSX
+44.1%
-101.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.3% | -12.9% | -14.2% |
| 7D | -29.9% | -2.7% | -27.2% | -28.9% |
| 30D | -52.2% | +7.0% | -59.2% | -53.5% |
| 3M | -55.8% | -0.3% | -55.5% | -55.3% |
| 6M | -52.7% | +13.5% | -66.3% | -57.7% |
| YTD | -58.4% | +41.5% | -99.9% | -69.1% |
| 1Y | -57.1% | +45.8% | -102.9% | -70.6% |
| All | -57.1% | +44.1% | -101.2% | -70.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling