+296.2%
COST vs ASTS
+277.6%
+18.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +14.1% | -12.9% | +0.9% |
| 7D | +2.5% | +1.5% | +0.9% | +2.4% |
| 30D | +12.8% | -27.6% | +40.4% | +13.4% |
| 3M | +12.7% | -48.7% | +61.4% | +14.0% |
| 6M | +6.0% | -50.8% | +56.9% | +6.9% |
| YTD | +24.4% | -49.2% | +73.6% | +24.5% |
| 1Y | +16.2% | -46.7% | +62.9% | +15.8% |
| 3Y | +96.9% | +793.2% | -696.3% | +72.1% |
| 5Y | +121.1% | +195.6% | -74.5% | +94.4% |
| All | +296.2% | +277.6% | +18.6% | +239.0% |
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 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