+793.2%
ASTS vs CLSK
+62.2%
+731.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +12.2% | +1.9% | +9.5% |
| 7D | +1.5% | -3.4% | +4.9% | +2.4% |
| 30D | -27.6% | -34.2% | +6.5% | -15.6% |
| 3M | -48.7% | -43.8% | -4.9% | -37.4% |
| 6M | -50.8% | -51.3% | +0.5% | -37.9% |
| YTD | -49.2% | -31.7% | -17.5% | -43.2% |
| 1Y | -46.7% | -55.6% | +8.9% | -32.1% |
| 3Y | +793.2% | +87.3% | +706.0% | +495.6% |
| All | +793.2% | +62.2% | +731.0% | +495.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling