-46.9%
ASTS vs CARR
-1.6%
-45.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.3% |
| 7D | +0.8% | +3.5% | -2.6% | -1.1% |
| 30D | -22.6% | +0.4% | -23.0% | -22.5% |
| 3M | -54.4% | -14.1% | -40.3% | -49.9% |
| 6M | -56.4% | -16.7% | -39.7% | -52.6% |
| YTD | -55.1% | +4.2% | -59.3% | -63.2% |
| 1Y | -46.9% | -0.2% | -46.8% | -54.0% |
| All | -46.9% | -1.6% | -45.3% | -54.0% |
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