+99.0%
COST vs ASTS
+649.4%
-550.4%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.3% |
| 7D | +5.0% | +0.8% | +4.2% | +5.0% |
| 30D | +12.8% | -22.6% | +35.5% | +12.9% |
| 3M | +15.2% | -54.4% | +69.6% | +15.8% |
| 6M | +7.4% | -56.4% | +63.8% | +7.8% |
| YTD | +29.0% | -55.1% | +84.2% | +29.0% |
| 1Y | +20.3% | -46.9% | +67.2% | +19.7% |
| 3Y | +99.0% | +715.0% | -616.0% | +93.2% |
| All | +99.0% | +649.4% | -550.4% | +93.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling