+239.8%
COST vs ASTS
+537.8%
-298.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -3.1% | +7.3% | -10.5% | -3.3% |
| 30D | -2.8% | -8.9% | +6.1% | -2.6% |
| 3M | -5.7% | -41.9% | +36.3% | -4.8% |
| 6M | -8.8% | -40.6% | +31.8% | -8.2% |
| YTD | +6.7% | -14.2% | +20.9% | +5.8% |
| 1Y | -3.6% | +48.9% | -52.5% | -6.6% |
| 3Y | +75.1% | +1,461.7% | -1,386.6% | +51.0% |
| 5Y | +108.9% | +404.1% | -295.2% | +81.9% |
| All | +239.8% | +537.8% | -298.0% | +188.0% |
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