+230.9%
ASTS vs CVS
+56.8%
+174.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +3.1% | +4.0% | +6.4% |
| 7D | -21.1% | -7.1% | -14.0% | -19.9% |
| 30D | -46.7% | -4.0% | -42.7% | -46.3% |
| 3M | -52.0% | -12.2% | -39.8% | -50.8% |
| 6M | -54.3% | -2.2% | -52.1% | -54.6% |
| YTD | -55.5% | +8.9% | -64.4% | -57.3% |
| 1Y | -50.5% | +9.9% | -60.3% | -52.6% |
| 3Y | +706.2% | +32.1% | +674.1% | +630.3% |
| 5Y | +165.2% | +5.7% | +159.5% | +149.0% |
| All | +230.9% | +56.8% | +174.1% | +203.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling