+92.3%
COST vs ASTS
+688.5%
-596.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.2% |
| 7D | +4.1% | -21.1% | +25.2% | +4.2% |
| 30D | +12.0% | -46.7% | +58.7% | +12.4% |
| 3M | +11.2% | -52.0% | +63.2% | +11.7% |
| 6M | +6.1% | -54.3% | +60.4% | +6.4% |
| YTD | +22.9% | -55.5% | +78.4% | +22.9% |
| 1Y | +14.7% | -50.5% | +65.2% | +14.3% |
| 3Y | +92.3% | +706.2% | -613.9% | +85.4% |
| All | +92.3% | +688.5% | -596.2% | +85.4% |
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