+156.1%
CSCO vs ASTS
+277.6%
-121.5%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.1% | -9.0% | +4.4% |
| 7D | -2.9% | +1.5% | -4.5% | -3.0% |
| 30D | -16.7% | -27.6% | +10.9% | -15.5% |
| 3M | -18.4% | -48.7% | +30.3% | -16.1% |
| 6M | +2.9% | -50.8% | +53.8% | +5.5% |
| YTD | +30.4% | -49.2% | +79.6% | +32.7% |
| 1Y | +41.4% | -46.7% | +88.1% | +43.0% |
| 3Y | +104.7% | +793.2% | -688.6% | +82.4% |
| 5Y | +96.9% | +195.6% | -98.6% | +75.9% |
| All | +156.1% | +277.6% | -121.5% | +122.6% |
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 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