+160.4%
ASTS vs CRH
+110.6%
+49.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.4% | -5.1% | -5.2% |
| 7D | +0.8% | -1.3% | +2.2% | +2.2% |
| 30D | -22.6% | +18.1% | -40.8% | -32.3% |
| 3M | -54.4% | -3.9% | -50.6% | -53.4% |
| 6M | -56.4% | -13.3% | -43.1% | -53.0% |
| YTD | -55.1% | -24.2% | -30.9% | -45.8% |
| 1Y | -46.9% | -14.9% | -32.0% | -41.5% |
| 3Y | +715.0% | +64.9% | +650.1% | +400.8% |
| All | +160.4% | +110.6% | +49.8% | +6.6% |
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