-49.2%
ASTS vs CLF
+12.5%
-61.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.2% | +5.1% | +0.3% |
| 7D | -15.8% | -7.9% | -7.9% | -12.5% |
| 30D | -39.0% | +5.2% | -44.3% | -41.4% |
| 3M | -49.3% | +4.3% | -53.6% | -51.6% |
| 6M | -47.9% | +25.3% | -73.2% | -54.6% |
| YTD | -51.0% | -3.3% | -47.6% | -52.8% |
| 1Y | -49.2% | +20.2% | -69.4% | -58.0% |
| All | -49.2% | +12.5% | -61.7% | -58.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling