+537.8%
ASTS vs CTVA
+265.7%
+272.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.1% | +0.5% |
| 7D | +7.3% | +4.9% | +2.4% | +6.1% |
| 30D | -8.9% | +11.9% | -20.8% | -11.5% |
| 3M | -41.9% | +13.7% | -55.6% | -44.4% |
| 6M | -40.6% | +13.1% | -53.7% | -42.8% |
| YTD | -14.2% | +32.0% | -46.2% | -20.5% |
| 1Y | +48.9% | +22.1% | +26.8% | +39.9% |
| 3Y | +1,461.7% | +77.5% | +1,384.2% | +1,231.8% |
| 5Y | +404.1% | +106.3% | +297.8% | +322.8% |
| All | +537.8% | +265.7% | +272.0% | +433.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling