+291.5%
COST vs ASTS
+230.9%
+60.6%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +7.1% | -8.2% | -1.3% |
| 7D | +4.1% | -21.1% | +25.2% | +4.5% |
| 30D | +12.0% | -46.7% | +58.7% | +13.3% |
| 3M | +11.2% | -52.0% | +63.2% | +12.6% |
| 6M | +6.1% | -54.3% | +60.4% | +7.1% |
| YTD | +22.9% | -55.5% | +78.4% | +23.3% |
| 1Y | +14.7% | -50.5% | +65.2% | +14.5% |
| 3Y | +92.3% | +706.2% | -613.9% | +68.4% |
| 5Y | +116.6% | +165.2% | -48.6% | +90.9% |
| All | +291.5% | +230.9% | +60.6% | +235.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling