+65.1%
CRM vs ASTS
+537.8%
-472.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.0% |
| 7D | +1.3% | +7.3% | -6.1% | +0.8% |
| 30D | +34.3% | -8.9% | +43.2% | +34.9% |
| 3M | +37.7% | -41.9% | +79.6% | +41.2% |
| 6M | +34.9% | -40.6% | +75.5% | +36.5% |
| YTD | -1.6% | -14.2% | +12.6% | -4.3% |
| 1Y | +7.1% | +48.9% | -41.7% | -1.4% |
| 3Y | +19.0% | +1,461.7% | -1,442.6% | -16.5% |
| 5Y | -1.3% | +404.1% | -405.4% | -28.9% |
| All | +65.1% | +537.8% | -472.7% | +13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling