+23.4%
CRM vs ASTS
-53.1%
+76.4%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +8.7% | -6.6% | +2.5% |
| 7D | -4.0% | +2.8% | -6.8% | -3.7% |
| 30D | -6.8% | -28.8% | +22.0% | -8.2% |
| 3M | +10.6% | -48.9% | +59.5% | +6.9% |
| 6M | +23.4% | -55.6% | +79.0% | +19.9% |
| All | +23.4% | -53.1% | +76.4% | +19.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling