-49.2%
ASTS vs CLX
-6.5%
-42.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -4.6% |
| 7D | -15.8% | +14.2% | -30.0% | -17.0% |
| 30D | -39.0% | +22.7% | -61.7% | -40.7% |
| 3M | -49.3% | -2.8% | -46.6% | -49.3% |
| 6M | -47.9% | +17.7% | -65.6% | -48.5% |
| YTD | -51.0% | +3.3% | -54.3% | -53.3% |
| 1Y | -49.2% | -5.6% | -43.5% | -47.5% |
| All | -49.2% | -6.5% | -42.6% | -47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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