-49.2%
ASTS vs CAPR
+47.4%
-96.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +8.3% | -12.4% | -4.2% |
| 7D | -15.8% | +43.2% | -59.0% | -16.3% |
| 30D | -39.0% | +14.7% | -53.7% | -39.2% |
| 3M | -49.3% | +113.9% | -163.2% | -50.0% |
| 6M | -47.9% | -73.4% | +25.4% | -47.4% |
| YTD | -51.0% | -69.1% | +18.1% | -50.7% |
| 1Y | -49.2% | +47.2% | -96.3% | -52.8% |
| All | -49.2% | +47.4% | -96.6% | -52.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling