+537.8%
ASTS vs CLSK
+217.2%
+320.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | +0.1% |
| 7D | +7.3% | +8.8% | -1.5% | +5.6% |
| 30D | -8.9% | -6.0% | -2.9% | -8.2% |
| 3M | -41.9% | -24.4% | -17.5% | -39.3% |
| 6M | -40.6% | +19.0% | -59.6% | -42.9% |
| YTD | -14.2% | +25.4% | -39.6% | -18.0% |
| 1Y | +48.9% | +39.8% | +9.1% | +39.9% |
| 3Y | +1,461.7% | +177.7% | +1,284.0% | +1,157.4% |
| 5Y | +404.1% | -11.0% | +415.1% | +315.3% |
| All | +537.8% | +217.2% | +320.5% | +432.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling