+653.1%
ASTS vs CTSH
+6.0%
+647.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +1.2% | -16.4% | -15.5% |
| 7D | -29.9% | +6.4% | -36.3% | -30.9% |
| 30D | -52.2% | +16.3% | -68.4% | -54.4% |
| 3M | -55.8% | +20.0% | -75.8% | -58.7% |
| 6M | -52.7% | +29.9% | -82.7% | -57.7% |
| YTD | -58.4% | -18.4% | -40.0% | -48.6% |
| 1Y | -57.1% | -8.9% | -48.2% | -52.2% |
| All | +653.1% | +6.0% | +647.1% | +723.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling