-55.8%
ASTS vs CLS
-44.4%
-11.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.0% | -2.2% | -10.1% |
| 7D | -29.9% | -27.3% | -2.6% | -21.4% |
| 30D | -52.2% | -47.0% | -5.1% | -42.4% |
| 3M | -55.8% | -43.3% | -12.5% | -47.6% |
| All | -55.8% | -44.4% | -11.4% | -47.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling