+1.0%
CRM vs ASTS
+57.2%
-56.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -4.0% | +3.5% | -0.5% |
| 7D | -8.1% | -3.6% | -4.5% | -8.1% |
| 30D | +23.1% | -16.4% | +39.4% | +22.8% |
| 3M | +42.5% | -31.4% | +73.9% | +42.4% |
| 6M | +25.3% | -31.6% | +56.9% | +24.5% |
| YTD | -7.8% | -17.5% | +9.7% | -10.4% |
| 1Y | +1.0% | +59.4% | -58.4% | -8.4% |
| All | +1.0% | +57.2% | -56.2% | -8.4% |
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