+341.7%
CAT vs ASTS
+230.9%
+110.8%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.1% | -6.2% | +0.5% |
| 7D | -10.3% | -21.1% | +10.8% | -9.0% |
| 30D | -31.2% | -46.7% | +15.5% | -28.6% |
| 3M | -34.7% | -52.0% | +17.3% | -31.9% |
| 6M | -39.5% | -54.3% | +14.8% | -37.2% |
| YTD | -1.7% | -55.5% | +53.8% | +1.4% |
| 1Y | -1.1% | -50.5% | +49.4% | +1.1% |
| 3Y | +143.9% | +706.2% | -562.4% | +117.5% |
| 5Y | +194.8% | +165.2% | +29.6% | +166.8% |
| All | +341.7% | +230.9% | +110.8% | +299.4% |
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