+79.1%
ASTS vs CARR
-6.8%
+85.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.7% |
| 7D | +18.5% | +3.2% | +15.2% | +16.2% |
| 30D | -8.1% | -7.7% | -0.4% | -3.6% |
| 3M | -28.2% | -11.9% | -16.3% | -24.5% |
| 6M | -26.1% | +2.0% | -28.1% | -30.7% |
| YTD | -9.0% | +13.2% | -22.1% | -26.7% |
| All | +79.1% | -6.8% | +85.9% | +48.1% |
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