+367.5%
CAT vs ASTS
+264.6%
+103.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.1% | -1.1% | -5.0% |
| 7D | -17.1% | -15.8% | -1.3% | -16.3% |
| 30D | -30.1% | -39.0% | +8.9% | -28.1% |
| 3M | -32.4% | -49.3% | +17.0% | -29.8% |
| 6M | -32.1% | -47.9% | +15.8% | -30.2% |
| YTD | +4.1% | -51.0% | +55.1% | +6.7% |
| 1Y | +8.9% | -49.2% | +58.1% | +11.1% |
| 3Y | +155.5% | +760.4% | -604.9% | +126.9% |
| 5Y | +215.5% | +185.6% | +29.9% | +184.1% |
| All | +367.5% | +264.6% | +103.0% | +320.4% |
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 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