+234.9%
COST vs ASTS
+538.9%
-304.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.6% | +4.8% | -0.7% |
| 7D | -2.8% | 0.0% | -2.8% | -2.8% |
| 30D | -5.3% | -9.2% | +4.0% | -5.1% |
| 3M | -6.7% | -29.6% | +23.0% | -6.2% |
| 6M | -9.9% | -30.5% | +20.5% | -9.8% |
| YTD | +5.1% | -14.1% | +19.2% | +4.2% |
| 1Y | -7.3% | +69.1% | -76.4% | -10.5% |
| 3Y | +70.4% | +1,525.5% | -1,455.1% | +46.7% |
| 5Y | +104.4% | +425.9% | -321.5% | +77.9% |
| All | +234.9% | +538.9% | -304.0% | +183.9% |
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