+537.8%
ASTS vs CVNA
+353.0%
+184.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.6% | -1.3% | 0.0% |
| 7D | +7.3% | +0.7% | +6.6% | +7.3% |
| 30D | -8.9% | +7.4% | -16.2% | -10.2% |
| 3M | -41.9% | +12.7% | -54.6% | -43.5% |
| 6M | -40.6% | +17.9% | -58.5% | -42.8% |
| YTD | -14.2% | -11.6% | -2.6% | -13.9% |
| 1Y | +48.9% | +0.8% | +48.1% | +45.5% |
| 3Y | +1,461.7% | +633.4% | +828.2% | +976.7% |
| 5Y | +404.1% | +13.5% | +390.7% | +226.5% |
| All | +537.8% | +353.0% | +184.8% | +297.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling