+244.8%
ASTS vs CTSH
+18.4%
+226.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.2% | -10.9% | -9.3% |
| 7D | -9.3% | +1.8% | -11.1% | -10.1% |
| 30D | -33.9% | +9.8% | -43.7% | -36.5% |
| 3M | -51.0% | +12.1% | -63.1% | -53.6% |
| 6M | -55.1% | +27.4% | -82.5% | -60.3% |
| YTD | -53.6% | -20.3% | -33.3% | -50.5% |
| 1Y | -51.0% | -8.8% | -42.2% | -50.6% |
| 3Y | +681.7% | +4.0% | +677.6% | +661.6% |
| 5Y | +182.4% | -12.2% | +194.6% | +186.1% |
| All | +244.8% | +18.4% | +226.4% | +248.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 10y: compounded portfolio wealth divided by compounded CTSH 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…
10y analysis · Full analysis span regression · 6 months rolling