-43.8%
ASTS vs CRL
+101.3%
-145.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.6% |
| 7D | +14.2% | +8.9% | +5.4% | +11.3% |
| 30D | -26.7% | +14.0% | -40.7% | -28.7% |
| 3M | -53.6% | +19.8% | -73.4% | -55.5% |
| 6M | -52.7% | +102.0% | -154.7% | -60.2% |
| YTD | -52.5% | +70.8% | -123.3% | -61.4% |
| All | -43.8% | +101.3% | -145.1% | -61.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling