+537.8%
ASTS vs CLS
+4,226.2%
-3,688.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | 0.0% |
| 7D | +7.3% | +4.6% | +2.8% | +5.3% |
| 30D | -8.9% | -13.9% | +5.0% | -5.1% |
| 3M | -41.9% | -26.6% | -15.4% | -36.3% |
| 6M | -40.6% | +15.4% | -56.0% | -44.7% |
| YTD | -14.2% | +5.7% | -19.9% | -18.6% |
| 1Y | +48.9% | +41.1% | +7.7% | +28.8% |
| 3Y | +1,461.7% | +1,228.6% | +233.1% | +566.6% |
| 5Y | +404.1% | +3,240.6% | -2,836.5% | +75.1% |
| All | +537.8% | +4,226.2% | -3,688.4% | +119.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling