+73.7%
COST vs ASTS
+1,526.9%
-1,453.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.0% |
| 7D | -3.1% | +7.3% | -10.5% | -3.2% |
| 30D | -2.8% | -8.9% | +6.1% | -2.7% |
| 3M | -5.7% | -41.9% | +36.3% | -5.2% |
| 6M | -8.8% | -40.6% | +31.8% | -8.4% |
| YTD | +6.7% | -14.2% | +20.9% | +6.2% |
| 1Y | -3.6% | +48.9% | -52.5% | -5.5% |
| All | +73.7% | +1,526.9% | -1,453.2% | +62.6% |
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