+230.9%
ASTS vs ECL
+67.5%
+163.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +7.7% |
| 7D | -21.1% | -0.8% | -20.3% | -20.9% |
| 30D | -46.7% | +8.1% | -54.8% | -48.5% |
| 3M | -52.0% | +6.4% | -58.4% | -53.3% |
| 6M | -54.3% | +14.8% | -69.0% | -57.3% |
| YTD | -55.5% | +15.5% | -70.9% | -58.5% |
| 1Y | -50.5% | +20.1% | -70.6% | -54.6% |
| 3Y | +706.2% | +77.8% | +628.5% | +526.4% |
| 5Y | +165.2% | +37.9% | +127.4% | +103.1% |
| All | +230.9% | +67.5% | +163.4% | +153.2% |
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