+57.8%
CRM vs ASTS
+512.7%
-454.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.9% |
| 7D | -4.4% | -3.9% | -0.5% | -4.2% |
| 30D | +28.1% | -19.4% | +47.6% | +29.6% |
| 3M | +48.8% | -38.6% | +87.5% | +52.1% |
| 6M | +28.3% | -32.1% | +60.4% | +28.5% |
| YTD | -6.0% | -17.6% | +11.6% | -8.3% |
| 1Y | +1.4% | +56.0% | -54.6% | -7.0% |
| 3Y | +11.8% | +1,438.8% | -1,427.0% | -21.6% |
| 5Y | -2.0% | +412.9% | -415.0% | -29.5% |
| All | +57.8% | +512.7% | -454.9% | +8.6% |
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