+457.0%
ASTS vs CARR
+13.1%
+443.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.0% | +7.1% | +6.9% |
| 7D | +18.5% | +3.2% | +15.2% | +15.4% |
| 30D | -8.1% | -7.7% | -0.4% | -2.0% |
| 3M | -28.2% | -11.9% | -16.3% | -22.1% |
| 6M | -26.1% | +2.0% | -28.1% | -30.1% |
| YTD | -9.0% | +13.2% | -22.1% | -22.2% |
| 1Y | +62.2% | -8.5% | +70.7% | +67.6% |
| 3Y | +1,621.9% | +5.0% | +1,616.9% | +1,448.2% |
| 5Y | +457.0% | +12.0% | +445.1% | +351.0% |
| All | +457.0% | +13.1% | +443.9% | +351.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling