-19.4%
CRCL vs ASTS
+30.6%
-49.9%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +8.7% | -5.4% | +0.4% |
| 7D | -11.8% | +2.8% | -14.6% | -13.3% |
| 30D | -20.0% | -28.8% | +8.9% | -11.5% |
| 3M | -5.7% | -48.9% | +43.2% | +14.9% |
| 6M | -49.1% | -55.6% | +6.6% | -38.7% |
| YTD | -15.4% | -49.6% | +34.2% | -12.0% |
| 1Y | -31.7% | -46.1% | +14.3% | -33.5% |
| All | -19.4% | +30.6% | -49.9% | -62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling