+244.8%
ASTS vs CVNA
+343.5%
-98.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.2% | -4.4% | -8.0% |
| 7D | -9.3% | +2.4% | -11.8% | -9.5% |
| 30D | -33.9% | +14.6% | -48.5% | -35.5% |
| 3M | -51.0% | -1.5% | -49.5% | -51.1% |
| 6M | -55.1% | -6.3% | -48.8% | -55.1% |
| YTD | -53.6% | -13.5% | -40.1% | -53.4% |
| 1Y | -51.0% | +13.3% | -64.2% | -52.9% |
| 3Y | +681.7% | +1,150.8% | -469.1% | +405.3% |
| 5Y | +182.4% | +27.1% | +155.3% | +81.9% |
| All | +244.8% | +343.5% | -98.6% | +115.2% |
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