-26.7%
CRM vs ASTS
+202.1%
-228.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +1.6% |
| 7D | -4.0% | +2.8% | -6.8% | -4.4% |
| 30D | -6.8% | -28.8% | +22.0% | -5.1% |
| 3M | +10.6% | -48.9% | +59.5% | +14.6% |
| 6M | +23.4% | -55.6% | +79.0% | +27.0% |
| YTD | -17.1% | -49.6% | +32.4% | -17.3% |
| 1Y | -10.1% | -46.1% | +36.0% | -11.5% |
| 3Y | +4.0% | +749.7% | -745.7% | -27.4% |
| 5Y | -26.7% | +193.2% | -219.9% | -44.3% |
| All | -26.7% | +202.1% | -228.8% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling