-50.5%
ASTS vs CART
+60.1%
-110.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.6% | +6.5% | +7.1% |
| 7D | -21.1% | +3.0% | -24.0% | -20.7% |
| 30D | -46.7% | +28.6% | -75.2% | -44.5% |
| 3M | -52.0% | +29.1% | -81.1% | -50.1% |
| 6M | -54.3% | +44.7% | -99.0% | -51.5% |
| YTD | -55.5% | +29.2% | -84.7% | -55.2% |
| 1Y | -50.5% | +66.2% | -116.6% | -58.9% |
| All | -50.5% | +60.1% | -110.5% | -58.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling