+253.1%
ASTS vs CLSK
+71.0%
+182.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.6% |
| 7D | +14.2% | +20.4% | -6.2% | +10.5% |
| 30D | -26.7% | -32.6% | +5.9% | -20.7% |
| 3M | -53.6% | -43.8% | -9.7% | -48.2% |
| 6M | -52.7% | -49.2% | -3.5% | -46.6% |
| YTD | -52.5% | -32.4% | -20.1% | -48.8% |
| 1Y | -46.5% | -48.7% | +2.2% | -39.7% |
| 3Y | +700.5% | +82.9% | +617.6% | +613.9% |
| 5Y | +168.5% | -68.1% | +236.5% | +154.1% |
| All | +253.1% | +71.0% | +182.1% | +232.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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