-55.3%
ASTS vs CAVA
-21.0%
-34.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.4% | +8.7% | +12.5% |
| 7D | +1.5% | +0.5% | +1.1% | +1.4% |
| 30D | -27.6% | +16.2% | -43.9% | -30.9% |
| 3M | -48.7% | -0.1% | -48.6% | -48.7% |
| All | -55.3% | -21.0% | -34.3% | -52.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling