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  • ASTS vs CL✓SelectedUSD · CLASTS vs CL performance historyLatest closeAs of+0.29%09/04
Stock and ETF performance explorer

ASTS vs CL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+537.8%
CL return
+54.4%
Excess return
+483.4%
Maximum drawdown
-91.1%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioCLExcessAlpha
1D+0.3%-1.5%+1.8%-0.1%
7D+7.3%-2.2%+9.5%+6.8%
30D-8.9%-4.8%-4.0%-9.9%
3M-41.9%+4.9%-46.8%-41.1%
6M-40.6%-5.7%-34.9%-41.2%
YTD-14.2%+14.4%-28.6%-11.0%
1Y+48.9%+8.7%+40.1%+53.5%
3Y+1,461.7%+30.0%+1,431.7%+1,519.7%
5Y+404.1%+28.4%+375.8%+422.3%
All+537.8%+54.4%+483.4%+555.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling