+264.6%
ASTS vs CLF
+78.8%
+185.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.2% | +5.1% | -1.5% |
| 7D | -15.8% | -7.9% | -7.9% | -13.8% |
| 30D | -39.0% | +5.2% | -44.3% | -40.3% |
| 3M | -49.3% | +4.3% | -53.6% | -50.5% |
| 6M | -47.9% | +25.3% | -73.2% | -51.8% |
| YTD | -51.0% | -3.3% | -47.6% | -51.5% |
| 1Y | -49.2% | +20.2% | -69.4% | -52.4% |
| 3Y | +760.4% | -25.0% | +785.4% | +747.4% |
| 5Y | +185.6% | -42.1% | +227.8% | +186.8% |
| All | +264.6% | +78.8% | +185.8% | +250.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling