+22.6%
CRCL vs ASTS
+122.1%
-99.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.3% | -1.4% | -1.2% |
| 7D | +17.1% | +7.3% | +9.8% | +14.0% |
| 30D | +61.3% | -8.9% | +70.1% | +65.6% |
| 3M | +12.7% | -41.9% | +54.6% | +31.8% |
| 6M | -3.1% | -40.6% | +37.5% | +6.9% |
| YTD | +28.7% | -14.2% | +42.9% | +14.7% |
| 1Y | -13.1% | +48.9% | -62.0% | -45.3% |
| All | +22.6% | +122.1% | -99.5% | -51.5% |
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