+788.3%
ASTS vs CART
+116.9%
+671.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.6% | -5.7% | -4.3% |
| 7D | -15.8% | +1.4% | -17.2% | -16.0% |
| 30D | -39.0% | +29.7% | -68.7% | -41.6% |
| 3M | -49.3% | +29.7% | -79.1% | -51.7% |
| 6M | -47.9% | +36.8% | -84.7% | -51.2% |
| YTD | -51.0% | +31.7% | -82.6% | -53.7% |
| 1Y | -49.2% | +62.4% | -111.5% | -55.1% |
| All | +788.3% | +116.9% | +671.4% | +551.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling