+230.9%
ASTS vs CLS
+2,762.6%
-2,531.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.5% | +6.5% | +6.9% |
| 7D | -21.1% | -22.2% | +1.1% | -13.7% |
| 30D | -46.7% | -44.4% | -2.3% | -35.1% |
| 3M | -52.0% | -34.3% | -17.7% | -45.2% |
| 6M | -54.3% | -50.1% | -4.2% | -43.6% |
| YTD | -55.5% | -30.1% | -25.4% | -51.6% |
| 1Y | -50.5% | -39.3% | -11.1% | -43.8% |
| 3Y | +706.2% | +732.7% | -26.5% | +302.1% |
| 5Y | +165.2% | +1,777.2% | -1,612.0% | +6.7% |
| All | +230.9% | +2,762.6% | -2,531.7% | +30.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling