+537.8%
ASTS vs CRS
+964.3%
-426.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.2% |
| 7D | +7.3% | -0.2% | +7.6% | +7.3% |
| 30D | -8.9% | -16.6% | +7.8% | -3.6% |
| 3M | -41.9% | -3.5% | -38.5% | -41.0% |
| 6M | -40.6% | +15.4% | -56.0% | -43.1% |
| YTD | -14.2% | +51.2% | -65.4% | -24.3% |
| 1Y | +48.9% | +98.3% | -49.4% | +20.9% |
| 3Y | +1,461.7% | +651.5% | +810.1% | +840.6% |
| 5Y | +404.1% | +1,411.1% | -1,007.0% | +169.5% |
| All | +537.8% | +964.3% | -426.5% | +245.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling