+142.7%
CSCO vs ASTS
+230.9%
-88.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.0% | -2.3% |
| 7D | -10.2% | -21.1% | +10.9% | -9.2% |
| 30D | -20.1% | -46.7% | +26.6% | -17.7% |
| 3M | -22.4% | -52.0% | +29.6% | -19.8% |
| 6M | +2.8% | -54.3% | +57.1% | +5.8% |
| YTD | +23.6% | -55.5% | +79.1% | +26.6% |
| 1Y | +34.0% | -50.5% | +84.5% | +36.2% |
| 3Y | +89.3% | +706.2% | -617.0% | +69.6% |
| 5Y | +87.9% | +165.2% | -77.4% | +68.9% |
| All | +142.7% | +230.9% | -88.2% | +112.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling