+653.1%
ASTS vs CTAS
+78.6%
+574.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.1% | -14.1% | -15.1% |
| 7D | -29.9% | +3.8% | -33.7% | -30.0% |
| 30D | -52.2% | +15.5% | -67.7% | -52.9% |
| 3M | -55.8% | +12.7% | -68.5% | -56.4% |
| 6M | -52.7% | +34.5% | -87.2% | -56.1% |
| YTD | -58.4% | +21.3% | -79.7% | -60.1% |
| 1Y | -57.1% | +23.1% | -80.2% | -59.0% |
| All | +653.1% | +78.6% | +574.5% | +701.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling