+653.1%
ASTS vs CRL
+72.9%
+580.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.1% | -11.1% | -13.7% |
| 7D | -29.9% | -16.8% | -13.1% | -24.7% |
| 30D | -52.2% | +2.6% | -54.8% | -52.4% |
| 3M | -55.8% | +20.1% | -75.9% | -58.5% |
| 6M | -52.7% | +68.8% | -121.6% | -61.4% |
| YTD | -58.4% | +56.9% | -115.3% | -65.6% |
| 1Y | -57.1% | +86.7% | -143.7% | -67.0% |
| All | +653.1% | +72.9% | +580.2% | +383.0% |
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