+277.6%
ASTS vs CAPR
+278.8%
-1.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.4% | +4.7% | +13.8% |
| 7D | +1.5% | +36.0% | -34.5% | +0.7% |
| 30D | -27.6% | +25.8% | -53.4% | -28.1% |
| 3M | -48.7% | +140.8% | -189.6% | -50.3% |
| 6M | -50.8% | -67.6% | +16.7% | -50.4% |
| YTD | -49.2% | -65.9% | +16.7% | -48.9% |
| 1Y | -46.7% | +66.1% | -112.8% | -52.4% |
| 3Y | +793.2% | +256.9% | +536.3% | +639.4% |
| 5Y | +195.6% | +172.1% | +23.5% | +144.2% |
| All | +277.6% | +278.8% | -1.3% | +208.2% |
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