+277.6%
ASTS vs CTAS
+254.7%
+22.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.4% | +13.7% | +14.0% |
| 7D | +1.5% | -0.7% | +2.3% | +1.8% |
| 30D | -27.6% | +10.3% | -37.9% | -30.1% |
| 3M | -48.7% | +10.2% | -58.9% | -50.6% |
| 6M | -50.8% | +34.4% | -85.2% | -56.6% |
| YTD | -49.2% | +19.6% | -68.8% | -53.3% |
| 1Y | -46.7% | +21.8% | -68.5% | -51.3% |
| 3Y | +793.2% | +74.1% | +719.1% | +603.1% |
| 5Y | +195.6% | +114.0% | +81.5% | +113.9% |
| All | +277.6% | +254.7% | +22.9% | +165.6% |
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