+39.4%
CSCO vs ASTS
-48.3%
+87.6%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +14.1% | -9.0% | +3.5% |
| 7D | -2.9% | +1.5% | -4.5% | -3.2% |
| 30D | -16.7% | -27.6% | +10.9% | -14.1% |
| 3M | -18.4% | -48.7% | +30.3% | -13.2% |
| 6M | +2.9% | -50.8% | +53.8% | +8.4% |
| YTD | +30.4% | -49.2% | +79.6% | +37.5% |
| All | +39.4% | -48.3% | +87.6% | +45.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling