+653.1%
ASTS vs CAPR
+200.7%
+452.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.6% | -11.6% | -15.1% |
| 7D | -29.9% | +29.7% | -59.6% | -30.3% |
| 30D | -52.2% | +11.0% | -63.1% | -52.3% |
| 3M | -55.8% | +118.8% | -174.7% | -56.8% |
| 6M | -52.7% | -73.9% | +21.2% | -52.0% |
| YTD | -58.4% | -70.2% | +11.8% | -58.0% |
| 1Y | -57.1% | +38.3% | -95.4% | -60.9% |
| All | +653.1% | +200.7% | +452.4% | +317.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling