+431.2%
ASTS vs CLS
+3,233.5%
-2,802.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | -0.1% |
| 7D | +7.3% | +4.6% | +2.8% | +4.7% |
| 30D | -8.9% | -13.9% | +5.0% | -4.2% |
| 3M | -41.9% | -26.6% | -15.4% | -34.8% |
| 6M | -40.6% | +15.4% | -56.0% | -46.4% |
| YTD | -14.2% | +5.7% | -19.9% | -20.8% |
| 1Y | +48.9% | +41.1% | +7.7% | +20.6% |
| 3Y | +1,461.7% | +1,228.6% | +233.1% | +275.1% |
| All | +431.2% | +3,233.5% | -2,802.3% | -22.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling