+174.0%
ASTS vs EL
-66.1%
+240.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +6.1% |
| 7D | -21.1% | +0.8% | -21.8% | -21.1% |
| 30D | -46.7% | +16.5% | -63.2% | -50.1% |
| 3M | -52.0% | +29.2% | -81.2% | -57.3% |
| 6M | -54.3% | +27.9% | -82.2% | -59.5% |
| YTD | -55.5% | +6.2% | -61.7% | -58.1% |
| 1Y | -50.5% | +27.2% | -77.6% | -56.8% |
| 3Y | +706.2% | +3.2% | +703.0% | +581.8% |
| All | +174.0% | -66.1% | +240.1% | +375.1% |
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