+233.7%
ASTS vs CLF
+76.1%
+157.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.2% | -2.3% | -4.6% |
| 7D | +0.8% | +10.4% | -9.5% | -2.0% |
| 30D | -22.6% | +0.6% | -23.2% | -22.8% |
| 3M | -54.4% | +4.1% | -58.5% | -55.2% |
| 6M | -56.4% | +15.1% | -71.5% | -58.6% |
| YTD | -55.1% | -4.7% | -50.4% | -55.3% |
| 1Y | -46.9% | +20.4% | -67.3% | -50.0% |
| 3Y | +715.0% | -23.4% | +738.4% | +703.6% |
| 5Y | +153.7% | -43.3% | +197.0% | +157.1% |
| All | +233.7% | +76.1% | +157.5% | +223.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling