+254.3%
ASTS vs CARR
+383.2%
-128.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.4% |
| 7D | -9.3% | -4.3% | -5.1% | -7.1% |
| 30D | -33.9% | -4.2% | -29.7% | -32.3% |
| 3M | -51.0% | -16.1% | -34.9% | -46.6% |
| 6M | -55.1% | -20.1% | -35.1% | -50.5% |
| YTD | -53.6% | +1.9% | -55.5% | -54.5% |
| 1Y | -51.0% | -6.1% | -44.9% | -49.9% |
| 3Y | +681.7% | +7.3% | +674.4% | +683.0% |
| 5Y | +182.4% | +4.4% | +178.0% | +170.1% |
| All | +254.3% | +383.2% | -128.9% | +246.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling