+230.9%
ASTS vs CRS
+523.5%
-292.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.3% | +7.1% |
| 7D | -21.1% | -1.7% | -19.4% | -20.6% |
| 30D | -46.7% | -28.8% | -17.9% | -41.1% |
| 3M | -52.0% | -50.0% | -2.0% | -40.9% |
| 6M | -54.3% | -39.2% | -15.1% | -46.8% |
| YTD | -55.5% | -11.4% | -44.1% | -54.0% |
| 1Y | -50.5% | -11.7% | -38.8% | -48.6% |
| 3Y | +706.2% | +319.6% | +386.6% | +473.6% |
| 5Y | +165.2% | +794.8% | -629.5% | +66.3% |
| All | +230.9% | +523.5% | -292.6% | +110.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling