+538.9%
ASTS vs CLSK
+232.0%
+306.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.5% | -4.1% | -5.3% |
| 7D | 0.0% | +17.2% | -17.2% | -3.0% |
| 30D | -9.2% | +14.6% | -23.8% | -11.8% |
| 3M | -29.6% | -16.8% | -12.8% | -27.8% |
| 6M | -30.5% | +38.2% | -68.6% | -34.9% |
| YTD | -14.1% | +31.2% | -45.3% | -18.6% |
| 1Y | +69.1% | +37.3% | +31.8% | +59.4% |
| 3Y | +1,525.5% | +201.8% | +1,323.7% | +1,192.4% |
| 5Y | +425.9% | -1.6% | +427.4% | +328.9% |
| All | +538.9% | +232.0% | +306.9% | +429.2% |
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