+715.0%
ASTS vs CTVA
+49.4%
+665.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +2.6% | -8.1% | -6.2% |
| 7D | +0.8% | -20.8% | +21.6% | +6.6% |
| 30D | -22.6% | -29.6% | +7.0% | -15.6% |
| 3M | -54.4% | -16.9% | -37.5% | -52.9% |
| 6M | -56.4% | -24.3% | -32.2% | -54.1% |
| YTD | -55.1% | -5.6% | -49.5% | -56.2% |
| 1Y | -46.9% | -4.2% | -42.8% | -48.5% |
| 3Y | +715.0% | +43.3% | +671.7% | +577.0% |
| All | +715.0% | +49.4% | +665.6% | +577.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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