+762.5%
ASTS vs CRS
+355.6%
+406.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.0% | -4.8% |
| 7D | +14.2% | +7.4% | +6.8% | +10.3% |
| 30D | -26.7% | -21.2% | -5.5% | -16.9% |
| 3M | -53.6% | -43.3% | -10.3% | -36.6% |
| 6M | -52.7% | -29.4% | -23.3% | -42.8% |
| YTD | -52.5% | -4.7% | -47.8% | -52.7% |
| 1Y | -46.5% | -9.6% | -36.9% | -44.8% |
| All | +762.5% | +355.6% | +406.9% | +278.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling