-3.5%
CRM vs ASTS
+455.6%
-459.1%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +6.1% | -10.0% | -4.3% |
| 7D | -3.5% | +18.5% | -22.0% | -4.6% |
| 30D | +29.3% | -8.1% | +37.3% | +29.7% |
| 3M | +36.8% | -28.2% | +65.0% | +38.5% |
| 6M | +23.9% | -26.1% | +50.0% | +23.4% |
| YTD | -5.5% | -9.0% | +3.5% | -8.7% |
| 1Y | -0.4% | +62.2% | -62.6% | -9.9% |
| 3Y | +12.8% | +1,621.9% | -1,609.1% | -26.1% |
| 5Y | -3.5% | +457.0% | -460.5% | -32.9% |
| All | -3.5% | +455.6% | -459.1% | -32.9% |
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