+413.4%
ASTS vs CRH
+95.0%
+318.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.9% | -2.1% | -2.6% |
| 7D | -3.6% | -4.8% | +1.2% | -0.3% |
| 30D | -16.4% | -13.1% | -3.3% | -7.5% |
| 3M | -31.4% | -12.0% | -19.4% | -26.4% |
| 6M | -31.6% | -16.9% | -14.7% | -23.7% |
| YTD | -17.5% | -29.0% | +11.5% | +5.0% |
| 1Y | +59.4% | -20.3% | +79.7% | +86.1% |
| 3Y | +1,460.2% | +69.2% | +1,390.9% | +834.5% |
| 5Y | +413.4% | +94.6% | +318.7% | +128.4% |
| All | +413.4% | +95.0% | +318.3% | +128.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling