+160.4%
ASTS vs EL
-65.2%
+225.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -6.0% |
| 7D | +0.8% | +1.5% | -0.7% | +0.3% |
| 30D | -22.6% | +10.0% | -32.6% | -25.5% |
| 3M | -54.4% | +28.4% | -82.8% | -59.3% |
| 6M | -56.4% | +37.1% | -93.5% | -62.4% |
| YTD | -55.1% | +7.8% | -62.9% | -58.0% |
| 1Y | -46.9% | +26.0% | -73.0% | -53.5% |
| 3Y | +715.0% | +3.8% | +711.2% | +589.1% |
| All | +160.4% | -65.2% | +225.6% | +346.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling