-51.0%
ASTS vs CARR
-6.7%
-44.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.6% | -8.1% | -8.3% |
| 7D | -9.3% | -4.3% | -5.1% | -6.3% |
| 30D | -33.9% | -4.2% | -29.7% | -31.7% |
| 3M | -51.0% | -16.1% | -34.9% | -45.3% |
| 6M | -55.1% | -20.1% | -35.1% | -49.9% |
| YTD | -53.6% | +1.9% | -55.5% | -62.2% |
| 1Y | -51.0% | -6.1% | -44.9% | -56.4% |
| All | -51.0% | -6.7% | -44.3% | -56.4% |
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