+253.1%
ASTS vs CVNA
+330.2%
-77.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.1% | -1.7% | -5.1% |
| 7D | +14.2% | -1.7% | +16.0% | +14.8% |
| 30D | -26.7% | +17.3% | -44.0% | -28.6% |
| 3M | -53.6% | -2.3% | -51.3% | -53.6% |
| 6M | -52.7% | -3.9% | -48.8% | -52.9% |
| YTD | -52.5% | -16.1% | -36.4% | -52.0% |
| 1Y | -46.5% | +7.9% | -54.4% | -48.1% |
| 3Y | +700.5% | +1,113.4% | -413.0% | +420.3% |
| 5Y | +168.5% | +20.3% | +148.2% | +74.1% |
| All | +253.1% | +330.2% | -77.1% | +121.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CVNA.
Daily Out/Under-Performance
Portfolio return minus CVNA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVNA 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 CVNA 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