+1,505.9%
ASTS vs CRL
+38.0%
+1,467.9%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.7% | +1.9% | +0.9% |
| 7D | +7.3% | -1.0% | +8.4% | +7.9% |
| 30D | -8.9% | +10.7% | -19.5% | -12.1% |
| 3M | -41.9% | +55.3% | -97.2% | -51.1% |
| 6M | -40.6% | +60.7% | -101.2% | -51.7% |
| YTD | -14.2% | +44.6% | -58.8% | -27.5% |
| 1Y | +48.9% | +77.7% | -28.9% | +14.7% |
| All | +1,505.9% | +38.0% | +1,467.9% | +1,074.9% |
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 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