+277.6%
ASTS vs CRS
+584.1%
-306.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +9.7% | +4.4% | +11.0% |
| 7D | +1.5% | +4.9% | -3.4% | +0.4% |
| 30D | -27.6% | -20.8% | -6.8% | -22.5% |
| 3M | -48.7% | -46.4% | -2.3% | -38.1% |
| 6M | -50.8% | -28.6% | -22.3% | -45.4% |
| YTD | -49.2% | -2.8% | -46.4% | -48.9% |
| 1Y | -46.7% | -6.7% | -40.0% | -45.6% |
| 3Y | +793.2% | +368.0% | +425.2% | +516.3% |
| 5Y | +195.6% | +852.9% | -657.3% | +80.7% |
| All | +277.6% | +584.1% | -306.5% | +133.1% |
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