+653.1%
ASTS vs CLF
-34.5%
+687.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -12.2% | -3.0% | -10.1% |
| 7D | -29.9% | -21.0% | -8.9% | -22.6% |
| 30D | -52.2% | -8.0% | -44.2% | -50.8% |
| 3M | -55.8% | -10.9% | -44.9% | -54.2% |
| 6M | -52.7% | +5.8% | -58.5% | -54.4% |
| YTD | -58.4% | -15.1% | -43.3% | -56.9% |
| 1Y | -57.1% | +7.2% | -64.3% | -59.0% |
| All | +653.1% | -34.5% | +687.6% | +695.2% |
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