+230.9%
ASTS vs CLX
-14.6%
+245.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.3% | +6.8% | +7.1% |
| 7D | -21.1% | +13.6% | -34.7% | -21.0% |
| 30D | -46.7% | +23.4% | -70.1% | -46.7% |
| 3M | -52.0% | -2.8% | -49.2% | -52.0% |
| 6M | -54.3% | +14.0% | -68.2% | -54.1% |
| YTD | -55.5% | +4.2% | -59.7% | -55.6% |
| 1Y | -50.5% | -1.2% | -49.3% | -50.6% |
| 3Y | +706.2% | -12.7% | +718.9% | +693.1% |
| 5Y | +165.2% | -26.5% | +191.7% | +156.9% |
| All | +230.9% | -14.6% | +245.5% | +221.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling