+537.8%
ASTS vs CVE
+331.5%
+206.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.5% |
| 7D | +7.3% | +2.5% | +4.8% | +6.9% |
| 30D | -8.9% | +16.7% | -25.6% | -10.8% |
| 3M | -41.9% | +9.3% | -51.2% | -42.7% |
| 6M | -40.6% | +43.6% | -84.2% | -43.7% |
| YTD | -14.2% | +93.6% | -107.8% | -21.7% |
| 1Y | +48.9% | +98.8% | -49.9% | +35.4% |
| 3Y | +1,461.7% | +73.6% | +1,388.1% | +1,318.4% |
| 5Y | +404.1% | +312.5% | +91.7% | +350.3% |
| All | +537.8% | +331.5% | +206.3% | +475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling