-55.3%
ASTS vs CVNA
-2.0%
-53.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.7% | +10.4% | +13.2% |
| 7D | +1.5% | +5.9% | -4.4% | +0.7% |
| 30D | -27.6% | +19.7% | -47.3% | -30.6% |
| 3M | -48.7% | +7.6% | -56.4% | -49.8% |
| All | -55.3% | -2.0% | -53.3% | -55.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling