+79.2%
CIFR vs ASTS
+515.7%
-436.5%
-97.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.1% |
| 7D | +16.9% | +7.3% | +9.6% | +14.6% |
| 30D | -5.2% | -8.9% | +3.7% | -2.9% |
| 3M | -30.6% | -41.9% | +11.4% | -21.5% |
| 6M | +10.6% | -40.6% | +51.2% | +21.2% |
| YTD | +20.2% | -14.2% | +34.4% | +18.7% |
| 1Y | +139.7% | +48.9% | +90.9% | +103.1% |
| 3Y | +489.4% | +1,461.7% | -972.3% | +124.1% |
| 5Y | +54.4% | +404.1% | -349.7% | -33.0% |
| All | +79.2% | +515.7% | -436.5% | -22.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 ASTS 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