-47.5%
COIN vs ASTS
+580.8%
-628.3%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -0.6% |
| 7D | -10.6% | -3.6% | -7.0% | -10.0% |
| 30D | +16.0% | -16.4% | +32.3% | +19.8% |
| 3M | +11.9% | -31.4% | +43.3% | +18.2% |
| 6M | -12.3% | -31.6% | +19.2% | -9.9% |
| YTD | -23.8% | -17.5% | -6.3% | -25.8% |
| 1Y | -45.4% | +59.4% | -104.8% | -54.3% |
| 3Y | +109.9% | +1,460.2% | -1,350.3% | -13.5% |
| 5Y | -30.6% | +413.4% | -444.0% | -69.3% |
| All | -47.5% | +580.8% | -628.3% | -75.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling