-49.2%
ASTS vs ECL
+23.8%
-72.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.4% | -7.5% | -4.9% |
| 7D | -15.8% | +7.7% | -23.5% | -17.7% |
| 30D | -39.0% | +13.7% | -52.7% | -41.5% |
| 3M | -49.3% | +11.6% | -60.9% | -51.2% |
| 6M | -47.9% | +23.9% | -71.9% | -54.2% |
| YTD | -51.0% | +21.0% | -71.9% | -58.3% |
| 1Y | -49.2% | +23.1% | -72.3% | -57.6% |
| All | -49.2% | +23.8% | -72.9% | -57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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