-52.7%
ASTS vs EL
+33.5%
-86.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.9% | -11.3% | -14.0% |
| 7D | -29.9% | -1.1% | -28.8% | -29.3% |
| 30D | -52.2% | +15.3% | -67.5% | -53.5% |
| 3M | -55.8% | +24.2% | -80.0% | -57.4% |
| 6M | -52.7% | +30.9% | -83.6% | -55.2% |
| All | -52.7% | +33.5% | -86.2% | -55.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling