+160.4%
ASTS vs CTAS
+115.9%
+44.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | +0.8% | +2.0% | -1.1% | -0.1% |
| 30D | -22.6% | +8.7% | -31.3% | -26.3% |
| 3M | -54.4% | +13.3% | -67.7% | -57.7% |
| 6M | -56.4% | +39.4% | -95.8% | -65.6% |
| YTD | -55.1% | +21.5% | -76.6% | -61.4% |
| 1Y | -46.9% | +21.9% | -68.8% | -54.4% |
| 3Y | +715.0% | +73.6% | +641.4% | +367.4% |
| All | +160.4% | +115.9% | +44.5% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling