+537.8%
ASTS vs CSX
+129.3%
+408.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.1% |
| 7D | +7.3% | -3.4% | +10.7% | +8.9% |
| 30D | -8.9% | -3.1% | -5.8% | -7.6% |
| 3M | -41.9% | +7.2% | -49.1% | -44.1% |
| 6M | -40.6% | +16.2% | -56.8% | -44.7% |
| YTD | -14.2% | +37.5% | -51.8% | -25.7% |
| 1Y | +48.9% | +53.2% | -4.4% | +23.9% |
| 3Y | +1,461.7% | +68.2% | +1,393.4% | +1,146.8% |
| 5Y | +404.1% | +65.2% | +338.9% | +306.1% |
| All | +537.8% | +129.3% | +408.5% | +406.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling