+706.2%
ASTS vs CRL
+86.4%
+619.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.8% | -0.8% | +4.1% |
| 7D | -21.1% | -6.1% | -15.0% | -19.0% |
| 30D | -46.7% | +12.4% | -59.1% | -48.8% |
| 3M | -52.0% | +27.1% | -79.1% | -55.9% |
| 6M | -54.3% | +85.7% | -140.0% | -64.0% |
| YTD | -55.5% | +69.2% | -124.7% | -64.2% |
| 1Y | -50.5% | +97.5% | -148.0% | -62.6% |
| 3Y | +706.2% | +86.1% | +620.1% | +402.8% |
| All | +706.2% | +86.4% | +619.8% | +402.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling