+1,505.9%
ASTS vs CLX
-32.8%
+1,538.7%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.3% | +1.6% | +0.2% |
| 7D | +7.3% | -9.2% | +16.6% | +6.9% |
| 30D | -8.9% | -11.0% | +2.2% | -9.4% |
| 3M | -41.9% | +5.0% | -47.0% | -41.7% |
| 6M | -40.6% | -18.8% | -21.8% | -42.5% |
| YTD | -14.2% | -4.4% | -9.8% | -14.7% |
| 1Y | +48.9% | -21.9% | +70.7% | +44.0% |
| All | +1,505.9% | -32.8% | +1,538.7% | +1,063.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling