+576.8%
ASTS vs CRH
+196.6%
+380.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.9% | +10.0% | +8.0% |
| 7D | +18.5% | -0.6% | +19.1% | +18.7% |
| 30D | -8.1% | -9.5% | +1.4% | -3.8% |
| 3M | -28.2% | -10.4% | -17.8% | -25.3% |
| 6M | -26.1% | -14.2% | -11.9% | -21.6% |
| YTD | -9.0% | -26.6% | +17.6% | +5.1% |
| 1Y | +62.2% | -18.2% | +80.4% | +78.5% |
| 3Y | +1,621.9% | +74.9% | +1,546.9% | +1,257.6% |
| 5Y | +457.0% | +101.7% | +355.3% | +289.6% |
| All | +576.8% | +196.6% | +380.2% | +360.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling