+38.8%
CRM vs ASTS
+253.1%
-214.3%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | +0.1% |
| 7D | -2.2% | +14.2% | -16.4% | -3.1% |
| 30D | -8.6% | -26.7% | +18.1% | -7.2% |
| 3M | +12.7% | -53.6% | +66.3% | +17.2% |
| 6M | +27.6% | -52.7% | +80.3% | +30.5% |
| YTD | -17.3% | -52.5% | +35.2% | -17.1% |
| 1Y | -10.8% | -46.5% | +35.7% | -12.0% |
| 3Y | +3.8% | +700.5% | -696.7% | -23.9% |
| 5Y | -27.7% | +168.5% | -196.2% | -46.3% |
| All | +38.8% | +253.1% | -214.3% | -1.8% |
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