+431.2%
ASTS vs CTAS
+113.1%
+318.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | -1.8% | +9.2% | +8.3% |
| 30D | -8.9% | -0.2% | -8.7% | -9.0% |
| 3M | -41.9% | +11.7% | -53.6% | -47.3% |
| 6M | -40.6% | +0.7% | -41.3% | -42.2% |
| YTD | -14.2% | +7.4% | -21.6% | -20.8% |
| 1Y | +48.9% | -2.1% | +51.0% | +46.3% |
| 3Y | +1,461.7% | +62.9% | +1,398.7% | +812.7% |
| All | +431.2% | +113.1% | +318.1% | +132.3% |
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