+230.9%
ASTS vs CVE
+267.7%
-36.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.6% | +7.6% | +7.1% |
| 7D | -21.1% | -16.1% | -5.0% | -19.2% |
| 30D | -46.7% | -10.4% | -36.3% | -45.9% |
| 3M | -52.0% | -2.4% | -49.6% | -51.9% |
| 6M | -54.3% | -4.4% | -49.8% | -54.2% |
| YTD | -55.5% | +64.9% | -120.4% | -58.6% |
| 1Y | -50.5% | +66.0% | -116.5% | -53.9% |
| 3Y | +706.2% | +57.7% | +648.6% | +644.9% |
| 5Y | +165.2% | +144.7% | +20.5% | +142.8% |
| All | +230.9% | +267.7% | -36.7% | +204.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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