+159.1%
ASTS vs CLSK
-73.0%
+232.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +8.5% | -1.4% | +4.1% |
| 7D | -21.1% | -19.7% | -1.4% | -15.1% |
| 30D | -46.7% | -46.5% | -0.2% | -33.8% |
| 3M | -52.0% | -51.7% | -0.3% | -39.0% |
| 6M | -54.3% | -57.5% | +3.3% | -40.1% |
| YTD | -55.5% | -39.1% | -16.4% | -48.5% |
| 1Y | -50.5% | -60.0% | +9.5% | -35.0% |
| 3Y | +706.2% | +42.9% | +663.3% | +462.5% |
| All | +159.1% | -73.0% | +232.0% | +136.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling