-50.5%
ASTS vs CTAS
+21.0%
-71.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.8% | +8.8% | +6.1% |
| 7D | -21.1% | +1.2% | -22.2% | -20.4% |
| 30D | -46.7% | +12.8% | -59.5% | -43.5% |
| 3M | -52.0% | +10.3% | -62.3% | -49.6% |
| 6M | -54.3% | +32.0% | -86.3% | -51.3% |
| YTD | -55.5% | +19.1% | -74.6% | -52.6% |
| 1Y | -50.5% | +21.5% | -72.0% | -48.0% |
| All | -50.5% | +21.0% | -71.4% | -48.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling