-50.5%
ASTS vs CAPR
+43.1%
-93.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +4.7% | +2.4% | +7.0% |
| 7D | -21.1% | +41.1% | -62.2% | -21.5% |
| 30D | -46.7% | +11.1% | -57.8% | -46.8% |
| 3M | -52.0% | +115.3% | -167.3% | -52.6% |
| 6M | -54.3% | -73.8% | +19.6% | -53.8% |
| YTD | -55.5% | -68.8% | +13.3% | -55.2% |
| 1Y | -50.5% | +43.3% | -93.8% | -52.9% |
| All | -50.5% | +43.1% | -93.6% | -52.9% |
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