+233.7%
ASTS vs CLS
+3,228.8%
-2,995.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -5.4% | -0.1% | -3.6% |
| 7D | +0.8% | +16.3% | -15.5% | -4.2% |
| 30D | -22.6% | -25.7% | +3.0% | -14.5% |
| 3M | -54.4% | -30.9% | -23.6% | -48.8% |
| 6M | -56.4% | -35.5% | -20.9% | -50.7% |
| YTD | -55.1% | -18.7% | -36.4% | -53.6% |
| 1Y | -46.9% | -17.9% | -29.0% | -45.0% |
| 3Y | +715.0% | +838.1% | -123.1% | +289.4% |
| 5Y | +153.7% | +1,971.9% | -1,818.2% | -2.7% |
| All | +233.7% | +3,228.8% | -2,995.1% | +25.2% |
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