+48.9%
ASTS vs CRS
+102.1%
-53.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +7.3% | -0.2% | +7.6% | +7.3% |
| 30D | -8.9% | -16.6% | +7.8% | -0.6% |
| 3M | -41.9% | -3.5% | -38.5% | -39.9% |
| 6M | -40.6% | +15.4% | -56.0% | -43.4% |
| YTD | -14.2% | +51.2% | -65.4% | -26.4% |
| 1Y | +48.9% | +98.3% | -49.4% | +28.5% |
| All | +48.9% | +102.1% | -53.2% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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