+264.6%
ASTS vs CVE
+280.2%
-15.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -7.6% | +3.5% | -3.1% |
| 7D | -15.8% | -12.1% | -3.7% | -14.3% |
| 30D | -39.0% | -9.8% | -29.3% | -38.3% |
| 3M | -49.3% | -0.7% | -48.6% | -49.4% |
| 6M | -47.9% | -4.3% | -43.6% | -47.9% |
| YTD | -51.0% | +70.6% | -121.6% | -54.6% |
| 1Y | -49.2% | +73.2% | -122.3% | -53.0% |
| 3Y | +760.4% | +60.3% | +700.1% | +691.8% |
| 5Y | +185.6% | +159.3% | +26.3% | +160.1% |
| All | +264.6% | +280.2% | -15.7% | +234.1% |
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