+1,505.9%
ASTS vs CLF
-18.8%
+1,524.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -0.5% |
| 7D | +7.3% | +7.6% | -0.2% | +4.2% |
| 30D | -8.9% | -1.2% | -7.7% | -8.4% |
| 3M | -41.9% | -13.4% | -28.5% | -38.8% |
| 6M | -40.6% | +15.4% | -56.0% | -44.6% |
| YTD | -14.2% | -5.9% | -8.3% | -13.7% |
| 1Y | +48.9% | +18.8% | +30.0% | +35.1% |
| All | +1,505.9% | -18.8% | +1,524.8% | +1,397.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling