+706.2%
ASTS vs CVNA
+1,015.0%
-308.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.5% |
| 7D | -21.1% | +7.7% | -28.8% | -22.9% |
| 30D | -46.7% | +17.2% | -63.9% | -49.3% |
| 3M | -52.0% | +7.7% | -59.7% | -53.5% |
| 6M | -54.3% | -5.5% | -48.7% | -54.6% |
| YTD | -55.5% | -12.8% | -42.7% | -55.6% |
| 1Y | -50.5% | +26.8% | -77.3% | -55.8% |
| 3Y | +706.2% | +1,007.0% | -300.7% | +323.4% |
| All | +706.2% | +1,015.0% | -308.8% | +323.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling