-10.8%
CRM vs ASTS
-49.4%
+38.6%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -5.8% | +5.6% | -0.3% |
| 7D | -2.2% | +14.2% | -16.4% | -1.8% |
| 30D | -8.6% | -26.7% | +18.1% | -9.1% |
| 3M | +12.7% | -53.6% | +66.3% | +10.8% |
| 6M | +27.6% | -52.7% | +80.3% | +24.3% |
| YTD | -17.3% | -52.5% | +35.2% | -21.0% |
| 1Y | -10.8% | -46.5% | +35.7% | -17.1% |
| All | -10.8% | -49.4% | +38.6% | -17.1% |
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