+230.9%
ASTS vs CVNA
+346.8%
-115.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVNA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.1% | +5.0% | +6.7% |
| 7D | -21.1% | +7.7% | -28.8% | -22.1% |
| 30D | -46.7% | +17.2% | -63.9% | -48.2% |
| 3M | -52.0% | +7.7% | -59.7% | -52.9% |
| 6M | -54.3% | -5.5% | -48.7% | -54.4% |
| YTD | -55.5% | -12.8% | -42.7% | -55.4% |
| 1Y | -50.5% | +26.8% | -77.3% | -53.3% |
| 3Y | +706.2% | +1,007.0% | -300.7% | +428.3% |
| 5Y | +165.2% | +23.5% | +141.7% | +70.8% |
| All | +230.9% | +346.8% | -115.9% | +106.0% |
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