+981.8%
ASTS vs CAVA
+44.7%
+937.1%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.5% | +1.8% | +0.9% |
| 7D | +7.3% | -9.2% | +16.6% | +11.4% |
| 30D | -8.9% | -8.2% | -0.7% | -6.3% |
| 3M | -41.9% | -15.3% | -26.6% | -39.1% |
| 6M | -40.6% | -23.6% | -17.0% | -35.6% |
| YTD | -14.2% | +3.5% | -17.7% | -19.5% |
| 1Y | +48.9% | -7.9% | +56.7% | +45.9% |
| 3Y | +1,461.7% | +38.7% | +1,423.0% | +1,229.9% |
| All | +981.8% | +44.7% | +937.1% | +799.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling