+373.5%
CAT vs ASTS
+277.6%
+96.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +14.1% | -6.9% | +6.3% |
| 7D | -2.4% | +1.5% | -3.9% | -2.5% |
| 30D | -25.0% | -27.6% | +2.6% | -23.6% |
| 3M | -28.7% | -48.7% | +20.0% | -26.0% |
| 6M | -33.0% | -50.8% | +17.9% | -30.8% |
| YTD | +5.4% | -49.2% | +54.6% | +7.8% |
| 1Y | +7.3% | -46.7% | +53.9% | +9.1% |
| 3Y | +166.0% | +793.2% | -627.2% | +135.6% |
| 5Y | +210.1% | +195.6% | +14.5% | +178.5% |
| All | +373.5% | +277.6% | +96.0% | +324.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling