+253.1%
ASTS vs EL
-35.4%
+288.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -5.2% |
| 7D | +14.2% | +2.7% | +11.6% | +13.3% |
| 30D | -26.7% | +10.8% | -37.5% | -29.3% |
| 3M | -53.6% | +26.5% | -80.0% | -57.8% |
| 6M | -52.7% | +31.1% | -83.8% | -57.9% |
| YTD | -52.5% | +6.6% | -59.1% | -55.0% |
| 1Y | -46.5% | +21.8% | -68.3% | -51.7% |
| 3Y | +700.5% | +1.8% | +698.7% | +606.1% |
| 5Y | +168.5% | -65.6% | +234.1% | +256.8% |
| All | +253.1% | -35.4% | +288.5% | +352.7% |
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