+135.5%
C vs ASTS
+537.8%
-402.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.3% |
| 7D | +3.6% | +7.3% | -3.7% | +3.2% |
| 30D | +0.1% | -8.9% | +8.9% | +0.5% |
| 3M | +2.4% | -41.9% | +44.3% | +4.7% |
| 6M | +24.9% | -40.6% | +65.5% | +26.6% |
| YTD | +19.8% | -14.2% | +34.0% | +18.3% |
| 1Y | +44.9% | +48.9% | -4.0% | +37.6% |
| 3Y | +263.0% | +1,461.7% | -1,198.7% | +189.7% |
| 5Y | +129.5% | +404.1% | -274.6% | +86.8% |
| All | +135.5% | +537.8% | -402.3% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling