+230.9%
ASTS vs CAPR
+246.2%
-15.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +6.9% |
| 7D | -21.1% | +41.1% | -62.2% | -21.9% |
| 30D | -46.7% | +11.1% | -57.8% | -46.9% |
| 3M | -52.0% | +115.3% | -167.3% | -53.3% |
| 6M | -54.3% | -73.8% | +19.6% | -53.5% |
| YTD | -55.5% | -68.8% | +13.3% | -55.1% |
| 1Y | -50.5% | +43.3% | -93.8% | -55.6% |
| 3Y | +706.2% | +214.7% | +491.5% | +569.9% |
| 5Y | +165.2% | +141.3% | +23.9% | +119.7% |
| All | +230.9% | +246.2% | -15.2% | +170.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling