+537.8%
ASTS vs CVS
+79.6%
+458.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +7.3% | +4.0% | +3.4% | +6.3% |
| 30D | -8.9% | -2.4% | -6.5% | -8.5% |
| 3M | -41.9% | +2.7% | -44.6% | -42.6% |
| 6M | -40.6% | +21.9% | -62.5% | -43.8% |
| YTD | -14.2% | +24.7% | -39.0% | -19.9% |
| 1Y | +48.9% | +35.4% | +13.4% | +36.3% |
| 3Y | +1,461.7% | +65.2% | +1,396.5% | +1,256.7% |
| 5Y | +404.1% | +30.5% | +373.6% | +358.7% |
| All | +537.8% | +79.6% | +458.1% | +469.5% |
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