+48.9%
ASTS vs ELAN
+41.2%
+7.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | +7.3% | +1.6% | +5.7% | +6.8% |
| 30D | -8.9% | -6.6% | -2.3% | -6.8% |
| 3M | -41.9% | -0.8% | -41.1% | -42.4% |
| 6M | -40.6% | +0.2% | -40.8% | -41.6% |
| YTD | -14.2% | +8.3% | -22.5% | -17.1% |
| 1Y | +48.9% | +40.2% | +8.6% | +61.9% |
| All | +48.9% | +41.2% | +7.6% | +61.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ELAN.
Daily Out/Under-Performance
Portfolio return minus ELAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELAN 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 1y: compounded portfolio wealth divided by compounded ELAN 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…
1y analysis · Full analysis span regression · 6 months rolling