-31.9%
COIN vs ASTS
+438.1%
-470.0%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -5.6% | +3.2% | -1.1% |
| 7D | -0.1% | 0.0% | -0.2% | -0.3% |
| 30D | +17.5% | -9.2% | +26.7% | +19.7% |
| 3M | +12.4% | -29.6% | +42.0% | +18.8% |
| 6M | -12.5% | -30.5% | +17.9% | -10.2% |
| YTD | -22.7% | -14.1% | -8.7% | -26.0% |
| 1Y | -45.2% | +69.1% | -114.3% | -56.3% |
| 3Y | +112.8% | +1,525.5% | -1,412.7% | -32.0% |
| 5Y | -31.9% | +425.9% | -457.7% | -74.5% |
| All | -31.9% | +438.1% | -470.0% | -74.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling