+1,405.1%
ASTS vs CART
+21.6%
+1,383.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.5% | +0.5% |
| 7D | +7.3% | +1.0% | +6.3% | +7.2% |
| 30D | -8.9% | +12.6% | -21.5% | -11.2% |
| 3M | -41.9% | +23.1% | -65.0% | -44.6% |
| 6M | -40.6% | +39.5% | -80.1% | -45.4% |
| YTD | -14.2% | +13.5% | -27.7% | -17.5% |
| 1Y | +48.9% | +14.9% | +34.0% | +40.7% |
| All | +1,405.1% | +21.6% | +1,383.5% | +1,077.5% |
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