+174.0%
ASTS vs CSX
+47.4%
+126.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.4% | +10.4% | +9.4% |
| 7D | -21.1% | -5.5% | -15.6% | -17.9% |
| 30D | -46.7% | +4.9% | -51.6% | -48.9% |
| 3M | -52.0% | -2.9% | -49.2% | -51.3% |
| 6M | -54.3% | +8.3% | -62.6% | -57.9% |
| YTD | -55.5% | +36.7% | -92.2% | -66.2% |
| 1Y | -50.5% | +41.5% | -92.0% | -63.2% |
| 3Y | +706.2% | +68.6% | +637.6% | +398.7% |
| All | +174.0% | +47.4% | +126.6% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling