+174.0%
ASTS vs CTSH
-11.9%
+185.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.2% |
| 7D | -21.1% | -0.6% | -20.5% | -21.1% |
| 30D | -46.7% | +13.4% | -60.1% | -50.6% |
| 3M | -52.0% | +14.4% | -66.4% | -56.3% |
| 6M | -54.3% | +27.7% | -82.0% | -62.5% |
| YTD | -55.5% | -20.6% | -34.9% | -49.0% |
| 1Y | -50.5% | -9.1% | -41.3% | -49.4% |
| 3Y | +706.2% | +3.1% | +703.2% | +650.4% |
| All | +174.0% | -11.9% | +185.8% | +217.9% |
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