+253.1%
ASTS vs ECL
+69.6%
+183.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.1% | -4.7% | -5.3% |
| 7D | +14.2% | -0.5% | +14.7% | +14.6% |
| 30D | -26.7% | +6.6% | -33.3% | -28.6% |
| 3M | -53.6% | +9.6% | -63.2% | -55.3% |
| 6M | -52.7% | +21.6% | -74.3% | -56.8% |
| YTD | -52.5% | +16.9% | -69.4% | -55.9% |
| 1Y | -46.5% | +17.9% | -64.4% | -50.5% |
| 3Y | +700.5% | +76.5% | +624.0% | +524.7% |
| 5Y | +168.5% | +36.6% | +131.9% | +104.9% |
| All | +253.1% | +69.6% | +183.5% | +169.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling