+305.9%
COST vs ASTS
+253.1%
+52.7%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -5.8% | +6.2% | +0.5% |
| 7D | +2.5% | +14.2% | -11.7% | +2.2% |
| 30D | +14.6% | -26.7% | +41.3% | +15.2% |
| 3M | +15.2% | -53.6% | +68.8% | +16.8% |
| 6M | +7.2% | -52.7% | +59.9% | +8.2% |
| YTD | +27.4% | -52.5% | +79.9% | +27.7% |
| 1Y | +20.2% | -46.5% | +66.7% | +19.7% |
| 3Y | +96.9% | +700.5% | -603.6% | +72.6% |
| 5Y | +122.8% | +168.5% | -45.7% | +96.2% |
| All | +305.9% | +253.1% | +52.7% | +247.7% |
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 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