+715.0%
ASTS vs CRS
+343.5%
+371.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -4.0% |
| 7D | +0.8% | +4.8% | -3.9% | -1.2% |
| 30D | -22.6% | -23.2% | +0.5% | -11.0% |
| 3M | -54.4% | -45.5% | -8.9% | -36.2% |
| 6M | -56.4% | -33.1% | -23.3% | -45.6% |
| YTD | -55.1% | -7.2% | -47.9% | -54.6% |
| 1Y | -46.9% | -10.0% | -36.9% | -45.0% |
| 3Y | +715.0% | +332.3% | +382.7% | +263.8% |
| All | +715.0% | +343.5% | +371.5% | +263.8% |
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