+209.1%
ASTS vs CL
+72.6%
+136.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.1% | -15.1% | -15.2% |
| 7D | -29.9% | +5.9% | -35.8% | -28.7% |
| 30D | -52.2% | +13.8% | -65.9% | -50.4% |
| 3M | -55.8% | +6.4% | -62.2% | -54.9% |
| 6M | -52.7% | +15.6% | -68.3% | -50.7% |
| YTD | -58.4% | +27.9% | -86.3% | -55.5% |
| 1Y | -57.1% | +31.4% | -88.5% | -53.7% |
| 3Y | +629.5% | +41.4% | +588.1% | +681.0% |
| 5Y | +147.7% | +42.8% | +105.0% | +164.9% |
| All | +209.1% | +72.6% | +136.5% | +228.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 10y: compounded portfolio wealth divided by compounded CL 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…
10y analysis · Full analysis span regression · 6 months rolling