+48.9%
ASTS vs CAPR
+48.7%
+0.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.3% | -1.0% | +0.3% |
| 7D | +7.3% | -2.0% | +9.3% | +7.4% |
| 30D | -8.9% | +139.2% | -148.1% | -10.3% |
| 3M | -41.9% | -66.4% | +24.4% | -41.5% |
| 6M | -40.6% | -63.1% | +22.5% | -40.3% |
| YTD | -14.2% | -67.4% | +53.2% | -13.6% |
| 1Y | +48.9% | +58.2% | -9.4% | +48.0% |
| All | +48.9% | +48.7% | +0.1% | +48.0% |
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