+1,505.9%
ASTS vs CSX
+68.2%
+1,437.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.3% |
| 7D | +7.3% | -3.4% | +10.7% | +9.8% |
| 30D | -8.9% | -3.1% | -5.8% | -7.0% |
| 3M | -41.9% | +7.2% | -49.1% | -45.6% |
| 6M | -40.6% | +16.2% | -56.8% | -47.5% |
| YTD | -14.2% | +37.5% | -51.8% | -32.9% |
| 1Y | +48.9% | +53.2% | -4.4% | +8.4% |
| All | +1,505.9% | +68.2% | +1,437.7% | +917.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling