+555.2%
ASTS vs CARR
+441.9%
+113.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +7.3% | +1.6% | +5.8% | +6.6% |
| 30D | -8.9% | -8.7% | -0.1% | -4.9% |
| 3M | -41.9% | -12.6% | -29.4% | -38.6% |
| 6M | -40.6% | -1.5% | -39.1% | -40.8% |
| YTD | -14.2% | +14.3% | -28.5% | -20.5% |
| 1Y | +48.9% | -4.6% | +53.4% | +50.3% |
| 3Y | +1,461.7% | +7.3% | +1,454.3% | +1,429.0% |
| 5Y | +404.1% | +11.6% | +392.5% | +355.5% |
| All | +555.2% | +441.9% | +113.3% | +505.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling