+209.1%
ASTS vs CLX
-14.9%
+224.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.5% | -15.8% | -15.2% |
| 7D | -29.9% | +12.4% | -42.3% | -29.8% |
| 30D | -52.2% | +21.1% | -73.3% | -52.1% |
| 3M | -55.8% | -3.3% | -52.5% | -55.9% |
| 6M | -52.7% | +18.8% | -71.5% | -52.6% |
| YTD | -58.4% | +3.9% | -62.3% | -58.5% |
| 1Y | -57.1% | -3.8% | -53.3% | -57.2% |
| 3Y | +629.5% | -10.5% | +640.0% | +616.6% |
| 5Y | +147.7% | -26.7% | +174.4% | +140.0% |
| All | +209.1% | -14.9% | +224.0% | +200.5% |
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 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