+653.1%
ASTS vs ED
+48.1%
+605.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.2% | -14.2% |
| 7D | -29.9% | +5.2% | -35.0% | -25.8% |
| 30D | -52.2% | +15.5% | -67.7% | -44.1% |
| 3M | -55.8% | +13.0% | -68.9% | -49.5% |
| 6M | -52.7% | +13.1% | -65.8% | -45.2% |
| YTD | -58.4% | +25.3% | -83.7% | -46.4% |
| 1Y | -57.1% | +30.5% | -87.6% | -41.8% |
| All | +653.1% | +48.1% | +605.1% | +1,037.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 3y: compounded portfolio wealth divided by compounded ED 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…
3y analysis · Full analysis span regression · 6 months rolling