+542.1%
CAT vs ASTS
+537.8%
+4.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.3% | +1.4% | +1.7% |
| 7D | +1.7% | +7.3% | -5.6% | +1.2% |
| 30D | -6.6% | -8.9% | +2.3% | -6.1% |
| 3M | -13.3% | -41.9% | +28.6% | -11.1% |
| 6M | +11.6% | -40.6% | +52.2% | +13.4% |
| YTD | +42.9% | -14.2% | +57.2% | +42.0% |
| 1Y | +95.4% | +48.9% | +46.6% | +88.5% |
| 3Y | +196.6% | +1,461.7% | -1,265.1% | +154.0% |
| 5Y | +321.7% | +404.1% | -82.5% | +267.6% |
| All | +542.1% | +537.8% | +4.3% | +459.2% |
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