+939.2%
ASTS vs CAVA
+33.0%
+906.2%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.5% | -3.6% | -1.4% |
| 7D | -3.9% | -8.0% | +4.1% | -0.8% |
| 30D | -19.4% | -19.6% | +0.1% | -12.5% |
| 3M | -38.6% | -36.7% | -2.0% | -27.8% |
| 6M | -32.1% | -30.6% | -1.6% | -23.7% |
| YTD | -17.6% | -4.8% | -12.8% | -20.1% |
| 1Y | +56.0% | -13.1% | +69.1% | +56.4% |
| 3Y | +1,438.8% | +48.8% | +1,390.0% | +1,219.2% |
| All | +939.2% | +33.0% | +906.2% | +792.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CAVA.
Daily Out/Under-Performance
Portfolio return minus CAVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAVA 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 CAVA 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