-46.1%
ASTS vs CVNA
+13.5%
-59.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.2% | +7.5% | +8.4% |
| 7D | +2.8% | -4.8% | +7.6% | +4.6% |
| 30D | -28.8% | +24.1% | -53.0% | -32.6% |
| 3M | -48.9% | +2.6% | -51.5% | -49.4% |
| 6M | -55.6% | -3.1% | -52.5% | -55.9% |
| YTD | -49.6% | -12.5% | -37.1% | -51.9% |
| 1Y | -46.1% | +13.0% | -59.1% | -56.3% |
| All | -46.1% | +13.5% | -59.6% | -56.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling