+88.1%
CSCO vs ASTS
+163.9%
-75.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +7.1% | -9.0% | -2.3% |
| 7D | -10.2% | -21.1% | +10.9% | -9.1% |
| 30D | -20.1% | -46.7% | +26.6% | -17.5% |
| 3M | -22.4% | -52.0% | +29.6% | -19.6% |
| 6M | +2.8% | -54.3% | +57.1% | +6.1% |
| YTD | +23.6% | -55.5% | +79.1% | +26.9% |
| 1Y | +34.0% | -50.5% | +84.5% | +36.4% |
| 3Y | +89.3% | +706.2% | -617.0% | +68.0% |
| All | +88.1% | +163.9% | -75.8% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling