+537.8%
ASTS vs ECL
+55.2%
+482.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +7.3% | -2.6% | +9.9% | +8.5% |
| 30D | -8.9% | -2.2% | -6.7% | -8.2% |
| 3M | -41.9% | +10.1% | -52.0% | -45.0% |
| 6M | -40.6% | -5.7% | -34.9% | -39.5% |
| YTD | -14.2% | +7.0% | -21.2% | -17.5% |
| 1Y | +48.9% | +2.7% | +46.2% | +45.5% |
| 3Y | +1,461.7% | +57.7% | +1,403.9% | +1,178.8% |
| 5Y | +404.1% | +31.1% | +373.0% | +298.8% |
| All | +537.8% | +55.2% | +482.6% | +404.1% |
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