-43.8%
COIN vs ASTS
+608.1%
-651.8%
-90.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.3% | -4.5% | -4.2% |
| 7D | +3.4% | +7.3% | -4.0% | +1.8% |
| 30D | +23.2% | -8.9% | +32.1% | +25.3% |
| 3M | +12.5% | -41.9% | +54.4% | +22.9% |
| 6M | -11.6% | -40.6% | +29.0% | -6.5% |
| YTD | -18.4% | -14.2% | -4.1% | -21.0% |
| 1Y | -39.8% | +48.9% | -88.7% | -49.0% |
| 3Y | +136.7% | +1,461.7% | -1,324.9% | -2.0% |
| 5Y | -33.7% | +404.1% | -437.8% | -71.0% |
| All | -43.8% | +608.1% | -651.8% | -73.7% |
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 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