+653.1%
ASTS vs EL
+1.5%
+651.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -13.9% |
| 7D | -29.9% | -1.1% | -28.8% | -29.5% |
| 30D | -52.2% | +15.3% | -67.5% | -54.4% |
| 3M | -55.8% | +24.2% | -80.0% | -59.1% |
| 6M | -52.7% | +30.9% | -83.6% | -57.3% |
| YTD | -58.4% | +3.9% | -62.3% | -60.0% |
| 1Y | -57.1% | +19.9% | -77.0% | -60.5% |
| All | +653.1% | +1.5% | +651.6% | +512.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling