+537.8%
ASTS vs CTAS
+218.6%
+319.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.4% |
| 7D | +7.3% | -1.8% | +9.2% | +7.9% |
| 30D | -8.9% | -0.2% | -8.7% | -8.9% |
| 3M | -41.9% | +11.7% | -53.6% | -45.0% |
| 6M | -40.6% | +0.7% | -41.3% | -41.6% |
| YTD | -14.2% | +7.4% | -21.6% | -18.0% |
| 1Y | +48.9% | -2.1% | +51.0% | +47.1% |
| 3Y | +1,461.7% | +62.9% | +1,398.7% | +1,157.5% |
| 5Y | +404.1% | +111.9% | +292.2% | +273.6% |
| All | +537.8% | +218.6% | +319.2% | +366.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling