+253.1%
ASTS vs CTAS
+261.6%
-8.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +14.2% | +0.5% | +13.7% | +14.0% |
| 30D | -26.7% | +10.2% | -36.9% | -29.2% |
| 3M | -53.6% | +12.1% | -65.7% | -55.5% |
| 6M | -52.7% | +38.3% | -91.0% | -58.6% |
| YTD | -52.5% | +21.9% | -74.4% | -56.6% |
| 1Y | -46.5% | +24.0% | -70.5% | -51.4% |
| 3Y | +700.5% | +75.1% | +625.3% | +529.6% |
| 5Y | +168.5% | +116.9% | +51.5% | +93.3% |
| All | +253.1% | +261.6% | -8.5% | +146.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 CTAS 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