+244.8%
ASTS vs CVS
+66.5%
+178.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.4% | -13.1% | -9.6% |
| 7D | -9.3% | -2.6% | -6.7% | -9.0% |
| 30D | -33.9% | +4.0% | -37.9% | -34.7% |
| 3M | -51.0% | -6.3% | -44.7% | -50.5% |
| 6M | -55.1% | -0.4% | -54.7% | -55.6% |
| YTD | -53.6% | +15.6% | -69.2% | -56.1% |
| 1Y | -51.0% | +18.3% | -69.3% | -53.9% |
| 3Y | +681.7% | +47.3% | +634.4% | +592.6% |
| 5Y | +182.4% | +13.2% | +169.2% | +161.4% |
| All | +244.8% | +66.5% | +178.4% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 10y: compounded portfolio wealth divided by compounded CVS 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…
10y analysis · Full analysis span regression · 6 months rolling