+233.7%
ASTS vs CLX
-6.5%
+240.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.2% | -6.7% | -5.5% |
| 7D | +0.8% | +9.5% | -8.7% | +0.8% |
| 30D | -22.6% | +30.7% | -53.3% | -22.6% |
| 3M | -54.4% | +4.2% | -58.7% | -54.5% |
| 6M | -56.4% | +22.1% | -78.5% | -56.4% |
| YTD | -55.1% | +14.1% | -69.2% | -55.2% |
| 1Y | -46.9% | +10.3% | -57.3% | -47.1% |
| 3Y | +715.0% | -7.8% | +722.8% | +702.7% |
| 5Y | +153.7% | -20.8% | +174.5% | +145.1% |
| All | +233.7% | -6.5% | +240.2% | +224.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling