+242.8%
ASTS vs CARR
+394.0%
-151.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | +3.5% | -2.6% | -0.6% |
| 30D | -22.6% | +0.4% | -23.0% | -22.5% |
| 3M | -54.4% | -14.1% | -40.3% | -50.8% |
| 6M | -56.4% | -16.7% | -39.7% | -52.8% |
| YTD | -55.1% | +4.2% | -59.3% | -56.4% |
| 1Y | -46.9% | -0.2% | -46.8% | -47.3% |
| 3Y | +715.0% | +10.9% | +704.1% | +705.6% |
| 5Y | +153.7% | +3.9% | +149.8% | +140.5% |
| All | +242.8% | +394.0% | -151.2% | +232.3% |
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