+277.6%
ASTS vs EL
-33.8%
+311.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.8% | +11.3% | +13.0% |
| 7D | +1.5% | +8.0% | -6.5% | -1.2% |
| 30D | -27.6% | +15.4% | -43.0% | -31.3% |
| 3M | -48.7% | +28.5% | -77.2% | -53.7% |
| 6M | -50.8% | +32.2% | -83.1% | -56.5% |
| YTD | -49.2% | +9.2% | -58.4% | -52.3% |
| 1Y | -46.7% | +30.8% | -77.5% | -53.1% |
| 3Y | +793.2% | +3.7% | +789.5% | +682.4% |
| 5Y | +195.6% | -64.8% | +260.4% | +289.4% |
| All | +277.6% | -33.8% | +311.4% | +379.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 10y: compounded portfolio wealth divided by compounded EL 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…
10y analysis · Full analysis span regression · 6 months rolling