+230.9%
ASTS vs CTVA
+230.1%
+0.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.2% | +8.2% | +7.3% |
| 7D | -21.1% | +2.2% | -23.3% | -21.6% |
| 30D | -46.7% | -17.6% | -29.0% | -44.2% |
| 3M | -52.0% | +3.4% | -55.4% | -52.7% |
| 6M | -54.3% | -2.6% | -51.7% | -54.5% |
| YTD | -55.5% | +19.1% | -74.6% | -57.9% |
| 1Y | -50.5% | +26.8% | -77.3% | -53.9% |
| 3Y | +706.2% | +63.9% | +642.4% | +597.0% |
| 5Y | +165.2% | +75.7% | +89.5% | +128.2% |
| All | +230.9% | +230.1% | +0.8% | +182.3% |
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