+208.1%
C vs ASTS
+688.5%
-480.4%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.1% | -6.5% | +0.2% |
| 7D | -2.4% | -21.1% | +18.7% | -1.4% |
| 30D | -6.0% | -46.7% | +40.7% | -3.4% |
| 3M | -10.5% | -52.0% | +41.5% | -7.8% |
| 6M | -5.7% | -54.3% | +48.5% | -3.5% |
| YTD | +4.1% | -55.5% | +59.6% | +6.1% |
| 1Y | +20.5% | -50.5% | +71.0% | +21.8% |
| 3Y | +208.1% | +706.2% | -498.1% | +196.7% |
| All | +208.1% | +688.5% | -480.4% | +196.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 3y: compounded portfolio wealth divided by compounded ASTS 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…
3y analysis · Full analysis span regression · 6 months rolling