+10.2%
CRM vs ASTS
+1,504.6%
-1,494.4%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.6% | +3.6% | -1.8% |
| 7D | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | +23.6% | -9.2% | +32.8% | +23.9% |
| 3M | +39.6% | -29.6% | +69.2% | +40.6% |
| 6M | +23.4% | -30.5% | +53.9% | +23.4% |
| YTD | -7.4% | -14.1% | +6.7% | -9.1% |
| 1Y | -2.3% | +69.1% | -71.4% | -8.2% |
| All | +10.2% | +1,504.6% | -1,494.4% | -3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling