-51.0%
ASTS vs CLSK
-60.1%
+9.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.9% | -3.8% | -5.9% |
| 7D | -9.3% | -19.4% | +10.1% | +1.4% |
| 30D | -33.9% | -37.4% | +3.5% | -15.6% |
| 3M | -51.0% | -43.3% | -7.7% | -35.6% |
| 6M | -55.1% | -53.7% | -1.4% | -36.8% |
| YTD | -53.6% | -35.1% | -18.5% | -47.5% |
| 1Y | -51.0% | -56.3% | +5.3% | -34.1% |
| All | -51.0% | -60.1% | +9.1% | -34.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling