-57.1%
ASTS vs CVE
+68.4%
-125.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.7% | -12.5% | -14.5% |
| 7D | -29.9% | -14.1% | -15.8% | -27.1% |
| 30D | -52.2% | -11.6% | -40.5% | -50.7% |
| 3M | -55.8% | 0.0% | -55.9% | -56.2% |
| 6M | -52.7% | -8.4% | -44.3% | -52.0% |
| YTD | -58.4% | +65.9% | -124.3% | -68.6% |
| 1Y | -57.1% | +69.4% | -126.5% | -68.8% |
| All | -57.1% | +68.4% | -125.5% | -68.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling