+537.8%
ASTS vs CTSH
+13.5%
+524.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.6% | +3.9% | +1.5% |
| 7D | +7.3% | -2.7% | +10.0% | +8.3% |
| 30D | -8.9% | +12.4% | -21.2% | -12.5% |
| 3M | -41.9% | +17.4% | -59.3% | -45.8% |
| 6M | -40.6% | -3.1% | -37.5% | -40.4% |
| YTD | -14.2% | -23.6% | +9.4% | -5.7% |
| 1Y | +48.9% | -10.8% | +59.7% | +52.7% |
| 3Y | +1,461.7% | -8.3% | +1,470.0% | +1,509.2% |
| 5Y | +404.1% | -11.3% | +415.4% | +424.4% |
| All | +537.8% | +13.5% | +524.2% | +563.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling