+209.1%
ASTS vs ED
+69.1%
+140.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.2% | -15.0% |
| 7D | -29.9% | +5.2% | -35.0% | -28.9% |
| 30D | -52.2% | +15.5% | -67.7% | -50.4% |
| 3M | -55.8% | +13.0% | -68.9% | -54.4% |
| 6M | -52.7% | +13.1% | -65.8% | -51.1% |
| YTD | -58.4% | +25.3% | -83.7% | -56.1% |
| 1Y | -57.1% | +30.5% | -87.6% | -54.3% |
| 3Y | +629.5% | +49.3% | +580.1% | +674.6% |
| 5Y | +147.7% | +84.6% | +63.2% | +167.7% |
| All | +209.1% | +69.1% | +140.0% | +237.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling