+374.6%
CAT vs ASTS
+233.7%
+140.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.5% | +4.7% | -0.5% |
| 7D | +7.4% | +0.8% | +6.6% | +7.3% |
| 30D | -19.7% | -22.6% | +3.0% | -18.5% |
| 3M | -29.6% | -54.4% | +24.8% | -26.4% |
| 6M | -33.2% | -56.4% | +23.2% | -30.5% |
| YTD | +5.7% | -55.1% | +60.8% | +8.8% |
| 1Y | +9.3% | -46.9% | +56.3% | +11.4% |
| 3Y | +158.3% | +715.0% | -556.7% | +130.2% |
| 5Y | +211.6% | +153.7% | +57.9% | +182.2% |
| All | +374.6% | +233.7% | +140.9% | +328.8% |
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