+174.0%
ASTS vs CRL
-10.4%
+184.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +7.8% | -0.8% | +3.3% |
| 7D | -21.1% | -6.1% | -15.0% | -18.4% |
| 30D | -46.7% | +12.4% | -59.1% | -49.5% |
| 3M | -52.0% | +27.1% | -79.1% | -57.1% |
| 6M | -54.3% | +85.7% | -140.0% | -66.7% |
| YTD | -55.5% | +69.2% | -124.7% | -66.7% |
| 1Y | -50.5% | +97.5% | -148.0% | -65.8% |
| 3Y | +706.2% | +86.1% | +620.1% | +419.4% |
| All | +174.0% | -10.4% | +184.3% | +205.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling