+653.1%
ASTS vs CLS
+699.8%
-46.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -13.0% | -2.2% | -10.0% |
| 7D | -29.9% | -27.3% | -2.6% | -20.2% |
| 30D | -52.2% | -47.0% | -5.1% | -38.9% |
| 3M | -55.8% | -43.3% | -12.5% | -45.8% |
| 6M | -52.7% | -50.8% | -2.0% | -39.5% |
| YTD | -58.4% | -30.4% | -28.0% | -54.4% |
| 1Y | -57.1% | -41.7% | -15.4% | -50.0% |
| All | +653.1% | +699.8% | -46.7% | +226.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling