+160.4%
ASTS vs CVNA
+22.2%
+138.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.2% | -7.7% | -5.9% |
| 7D | +0.8% | -1.6% | +2.5% | +1.3% |
| 30D | -22.6% | +24.9% | -47.5% | -26.0% |
| 3M | -54.4% | -1.8% | -52.6% | -54.5% |
| 6M | -56.4% | +3.5% | -60.0% | -57.2% |
| YTD | -55.1% | -14.3% | -40.9% | -54.8% |
| 1Y | -46.9% | +13.6% | -60.5% | -49.4% |
| 3Y | +715.0% | +1,163.4% | -448.4% | +385.3% |
| All | +160.4% | +22.2% | +138.2% | +164.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling