+1,505.9%
ASTS vs CTAS
+63.6%
+1,442.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | +7.3% | -1.8% | +9.2% | +7.6% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -41.9% | +11.7% | -53.6% | -44.2% |
| 6M | -40.6% | +0.7% | -41.3% | -40.7% |
| YTD | -14.2% | +7.4% | -21.6% | -16.9% |
| 1Y | +48.9% | -2.1% | +51.0% | +49.9% |
| All | +1,505.9% | +63.6% | +1,442.4% | +1,157.0% |
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 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