+7.1%
CRM vs ASTS
+37.2%
-30.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.3% | +7.3% | -6.1% | +1.4% |
| 30D | +34.3% | -8.9% | +43.2% | +34.1% |
| 3M | +37.7% | -41.9% | +79.6% | +37.5% |
| 6M | +34.9% | -40.6% | +75.5% | +34.7% |
| YTD | -1.6% | -14.2% | +12.6% | -4.3% |
| 1Y | +7.1% | +48.9% | -41.7% | +0.1% |
| All | +7.1% | +37.2% | -30.1% | +0.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling