+37.8%
COIN vs ASTS
+649.4%
-611.6%
-69.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.4% |
| 7D | -5.3% | +0.8% | -6.1% | -5.6% |
| 30D | -26.2% | -22.6% | -3.5% | -23.2% |
| 3M | -17.1% | -54.4% | +37.4% | -6.9% |
| 6M | -36.7% | -56.4% | +19.7% | -30.3% |
| YTD | -43.6% | -55.1% | +11.6% | -39.2% |
| 1Y | -54.9% | -46.9% | -8.0% | -53.0% |
| 3Y | +37.8% | +715.0% | -677.2% | +13.0% |
| All | +37.8% | +649.4% | -611.6% | +13.0% |
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