-57.1%
ASTS vs CLF
+5.3%
-62.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.2% | -3.0% | -9.0% |
| 7D | -29.9% | -21.0% | -8.9% | -20.9% |
| 30D | -52.2% | -8.0% | -44.2% | -50.5% |
| 3M | -55.8% | -10.9% | -44.9% | -53.9% |
| 6M | -52.7% | +5.8% | -58.5% | -54.7% |
| YTD | -58.4% | -15.1% | -43.3% | -57.1% |
| 1Y | -57.1% | +7.2% | -64.3% | -59.8% |
| All | -57.1% | +5.3% | -62.4% | -59.8% |
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