+230.9%
ASTS vs EL
-35.6%
+266.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +6.2% |
| 7D | -21.1% | +0.8% | -21.8% | -21.1% |
| 30D | -46.7% | +16.5% | -63.2% | -49.7% |
| 3M | -52.0% | +29.2% | -81.2% | -56.7% |
| 6M | -54.3% | +27.9% | -82.2% | -59.0% |
| YTD | -55.5% | +6.2% | -61.7% | -57.8% |
| 1Y | -50.5% | +27.2% | -77.6% | -56.1% |
| 3Y | +706.2% | +3.2% | +703.0% | +605.7% |
| 5Y | +165.2% | -66.0% | +231.2% | +253.2% |
| All | +230.9% | -35.6% | +266.5% | +324.4% |
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