+233.7%
ASTS vs CAPR
+266.5%
-32.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -6.9% | +1.4% | -5.3% |
| 7D | +0.8% | +5.9% | -5.1% | +0.7% |
| 30D | -22.6% | +44.6% | -67.3% | -23.5% |
| 3M | -54.4% | +126.4% | -180.8% | -55.7% |
| 6M | -56.4% | -68.6% | +12.2% | -56.0% |
| YTD | -55.1% | -67.0% | +11.9% | -54.8% |
| 1Y | -46.9% | +65.2% | -112.1% | -52.6% |
| 3Y | +715.0% | +235.6% | +479.4% | +576.0% |
| 5Y | +153.7% | +175.4% | -21.7% | +109.6% |
| All | +233.7% | +266.5% | -32.9% | +172.6% |
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