+182.4%
ASTS vs CTAS
+116.8%
+65.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +0.9% | -9.6% | -9.1% |
| 7D | -9.3% | +0.7% | -10.0% | -9.7% |
| 30D | -33.9% | +11.3% | -45.2% | -37.9% |
| 3M | -51.0% | +11.4% | -62.4% | -54.1% |
| 6M | -55.1% | +35.6% | -90.8% | -64.0% |
| YTD | -53.6% | +20.7% | -74.3% | -60.0% |
| 1Y | -51.0% | +22.8% | -73.8% | -58.3% |
| 3Y | +681.7% | +73.4% | +608.3% | +346.5% |
| 5Y | +182.4% | +117.6% | +64.8% | +9.7% |
| All | +182.4% | +116.8% | +65.6% | +9.7% |
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