+274.8%
ASTS vs CRL
+161.2%
+113.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.9% | +9.6% | +9.0% |
| 7D | +2.8% | +5.0% | -2.2% | +1.4% |
| 30D | -28.8% | +13.5% | -42.4% | -31.8% |
| 3M | -48.9% | +21.5% | -70.4% | -52.3% |
| 6M | -55.6% | +103.4% | -159.1% | -66.4% |
| YTD | -49.6% | +71.8% | -121.4% | -60.0% |
| 1Y | -46.1% | +97.5% | -143.6% | -59.4% |
| 3Y | +749.7% | +99.2% | +650.4% | +503.8% |
| 5Y | +193.2% | -12.1% | +205.3% | +154.5% |
| All | +274.8% | +161.2% | +113.7% | +200.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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