+431.2%
ASTS vs EL
-67.1%
+498.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.0% | -2.7% | -1.0% |
| 7D | +7.3% | +0.8% | +6.5% | +7.0% |
| 30D | -8.9% | +19.8% | -28.7% | -16.1% |
| 3M | -41.9% | +25.7% | -67.6% | -48.0% |
| 6M | -40.6% | +5.4% | -46.0% | -43.0% |
| YTD | -14.2% | +0.2% | -14.4% | -17.2% |
| 1Y | +48.9% | +20.4% | +28.4% | +33.2% |
| 3Y | +1,461.7% | -32.1% | +1,493.8% | +1,564.9% |
| All | +431.2% | -67.1% | +498.3% | +819.4% |
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 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