+124.5%
COST vs ASTS
+148.1%
-23.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -5.5% | +6.8% | +1.4% |
| 7D | +5.0% | +0.8% | +4.2% | +4.9% |
| 30D | +12.8% | -22.6% | +35.5% | +13.3% |
| 3M | +15.2% | -54.4% | +69.6% | +16.9% |
| 6M | +7.4% | -56.4% | +63.8% | +8.6% |
| YTD | +29.0% | -55.1% | +84.2% | +29.4% |
| 1Y | +20.3% | -46.9% | +67.2% | +19.6% |
| 3Y | +99.0% | +715.0% | -616.0% | +71.1% |
| All | +124.5% | +148.1% | -23.6% | +91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling