+512.7%
ASTS vs CRH
+189.8%
+322.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.6% |
| 7D | -3.9% | -6.1% | +2.1% | -1.1% |
| 30D | -19.4% | -9.3% | -10.2% | -15.6% |
| 3M | -38.6% | -15.2% | -23.5% | -34.5% |
| 6M | -32.1% | -14.2% | -17.9% | -27.9% |
| YTD | -17.6% | -28.3% | +10.7% | -3.8% |
| 1Y | +56.0% | -21.8% | +77.8% | +75.3% |
| 3Y | +1,438.8% | +71.6% | +1,367.2% | +1,125.5% |
| 5Y | +412.9% | +96.6% | +316.3% | +263.0% |
| All | +512.7% | +189.8% | +322.9% | +321.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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