+304.1%
COST vs ASTS
+274.8%
+29.3%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +8.7% | -6.7% | +1.8% |
| 7D | +3.9% | +2.8% | +1.1% | +3.8% |
| 30D | +13.5% | -28.8% | +42.4% | +14.2% |
| 3M | +15.3% | -48.9% | +64.2% | +16.7% |
| 6M | +9.2% | -55.6% | +64.8% | +10.3% |
| YTD | +26.9% | -49.6% | +76.4% | +27.0% |
| 1Y | +19.7% | -46.1% | +65.8% | +19.2% |
| 3Y | +96.0% | +749.7% | -653.6% | +71.7% |
| 5Y | +124.0% | +193.2% | -69.2% | +97.0% |
| All | +304.1% | +274.8% | +29.3% | +245.8% |
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