+209.1%
ASTS vs ECL
+70.4%
+138.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -2.9% | -12.3% | -14.0% |
| 7D | -29.9% | +1.7% | -31.5% | -30.4% |
| 30D | -52.2% | +8.9% | -61.1% | -53.9% |
| 3M | -55.8% | +7.4% | -63.3% | -57.2% |
| 6M | -52.7% | +19.3% | -72.1% | -56.5% |
| YTD | -58.4% | +17.4% | -75.9% | -61.5% |
| 1Y | -57.1% | +19.4% | -76.5% | -60.5% |
| 3Y | +629.5% | +80.5% | +549.0% | +463.6% |
| 5Y | +147.7% | +40.2% | +107.5% | +88.5% |
| All | +209.1% | +70.4% | +138.7% | +135.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling