+182.4%
ASTS vs CLF
-42.3%
+224.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +4.9% | -13.6% | -10.8% |
| 7D | -9.3% | -9.1% | -0.3% | -5.4% |
| 30D | -33.9% | -0.9% | -33.0% | -33.8% |
| 3M | -51.0% | +3.0% | -54.0% | -52.3% |
| 6M | -55.1% | +16.7% | -71.8% | -58.9% |
| YTD | -53.6% | -3.2% | -50.5% | -54.6% |
| 1Y | -51.0% | +24.6% | -75.6% | -56.6% |
| 3Y | +681.7% | -22.3% | +704.0% | +659.7% |
| 5Y | +182.4% | -41.2% | +223.6% | +178.2% |
| All | +182.4% | -42.3% | +224.7% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling