+182.4%
CSCO vs ASTS
+537.8%
-355.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.3% | +0.3% | +0.5% |
| 7D | -0.7% | +7.3% | -8.0% | -1.0% |
| 30D | -10.1% | -8.9% | -1.2% | -9.8% |
| 3M | -15.7% | -41.9% | +26.2% | -14.0% |
| 6M | +36.3% | -40.6% | +76.9% | +38.0% |
| YTD | +43.8% | -14.2% | +58.0% | +43.0% |
| 1Y | +63.9% | +48.9% | +15.1% | +58.5% |
| 3Y | +104.4% | +1,461.7% | -1,357.3% | +77.4% |
| 5Y | +111.4% | +404.1% | -292.8% | +84.5% |
| All | +182.4% | +537.8% | -355.4% | +140.0% |
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