+680.9%
ASTS vs CART
+38.4%
+642.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.0% |
| 7D | -21.1% | +3.0% | -24.0% | -21.5% |
| 30D | -46.7% | +28.6% | -75.2% | -49.2% |
| 3M | -52.0% | +29.1% | -81.1% | -54.6% |
| 6M | -54.3% | +44.7% | -99.0% | -57.9% |
| YTD | -55.5% | +29.2% | -84.7% | -58.3% |
| 1Y | -50.5% | +66.2% | -116.6% | -57.3% |
| 3Y | +706.2% | +112.8% | +593.4% | +474.9% |
| All | +680.9% | +38.4% | +642.5% | +494.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 10y: compounded portfolio wealth divided by compounded CART 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…
10y analysis · Full analysis span regression · 6 months rolling