+274.8%
ASTS vs ECL
+71.5%
+203.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.6% | +8.1% | +8.5% |
| 7D | +2.8% | -2.3% | +5.1% | +4.0% |
| 30D | -28.8% | +8.3% | -37.1% | -31.1% |
| 3M | -48.9% | +8.4% | -57.3% | -50.6% |
| 6M | -55.6% | +23.3% | -78.9% | -59.7% |
| YTD | -49.6% | +18.2% | -67.8% | -53.4% |
| 1Y | -46.1% | +18.8% | -64.8% | -50.3% |
| 3Y | +749.7% | +78.5% | +671.2% | +559.8% |
| 5Y | +193.2% | +40.1% | +153.1% | +122.7% |
| All | +274.8% | +71.5% | +203.3% | +184.4% |
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