+48.9%
ASTS vs CARR
-3.6%
+52.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.4% |
| 7D | +7.3% | +1.6% | +5.8% | +6.3% |
| 30D | -8.9% | -8.7% | -0.1% | -3.6% |
| 3M | -41.9% | -12.6% | -29.4% | -38.3% |
| 6M | -40.6% | -1.5% | -39.1% | -42.7% |
| YTD | -14.2% | +14.3% | -28.5% | -31.9% |
| 1Y | +48.9% | -4.6% | +53.4% | +38.9% |
| All | +48.9% | -3.6% | +52.4% | +38.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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