+160.4%
ASTS vs CTSH
-16.1%
+176.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.6% | -4.9% | -5.2% |
| 7D | +0.8% | -2.1% | +3.0% | +1.5% |
| 30D | -22.6% | +1.4% | -24.0% | -24.4% |
| 3M | -54.4% | +7.5% | -61.9% | -57.3% |
| 6M | -56.4% | +39.6% | -96.0% | -66.7% |
| YTD | -55.1% | -22.3% | -32.8% | -48.2% |
| 1Y | -46.9% | -12.0% | -35.0% | -44.9% |
| 3Y | +715.0% | +1.8% | +713.2% | +658.8% |
| All | +160.4% | -16.1% | +176.5% | +207.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling