+337.8%
CAT vs ASTS
+209.1%
+128.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -15.2% | +8.8% | -5.4% |
| 7D | -14.5% | -29.9% | +15.4% | -12.6% |
| 30D | -35.7% | -52.2% | +16.4% | -32.9% |
| 3M | -36.3% | -55.8% | +19.5% | -33.3% |
| 6M | -38.5% | -52.7% | +14.2% | -36.3% |
| YTD | -2.5% | -58.4% | +55.9% | +0.9% |
| 1Y | -1.9% | -57.1% | +55.2% | +1.1% |
| 3Y | +139.2% | +629.5% | -490.3% | +114.6% |
| 5Y | +192.1% | +147.7% | +44.4% | +165.6% |
| All | +337.8% | +209.1% | +128.7% | +297.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling