-50.5%
ASTS vs CLF
+9.8%
-60.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.7% | +5.4% | +6.2% |
| 7D | -21.1% | -19.6% | -1.5% | -11.8% |
| 30D | -46.7% | -5.0% | -41.7% | -45.7% |
| 3M | -52.0% | -6.3% | -45.7% | -51.2% |
| 6M | -54.3% | +2.8% | -57.0% | -55.4% |
| YTD | -55.5% | -13.7% | -41.8% | -54.4% |
| 1Y | -50.5% | +13.6% | -64.1% | -51.9% |
| All | -50.5% | +9.8% | -60.2% | -51.9% |
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