-50.5%
ASTS vs ECL
+17.6%
-68.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.7% | +7.5% |
| 7D | -21.1% | -0.8% | -20.3% | -20.7% |
| 30D | -46.7% | +8.1% | -54.8% | -47.8% |
| 3M | -52.0% | +6.4% | -58.4% | -52.9% |
| 6M | -54.3% | +14.8% | -69.0% | -57.9% |
| YTD | -55.5% | +15.5% | -70.9% | -60.7% |
| 1Y | -50.5% | +20.1% | -70.6% | -56.7% |
| All | -50.5% | +17.6% | -68.1% | -56.7% |
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