+233.7%
ASTS vs ELAN
-1.6%
+235.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -5.9% |
| 7D | +0.8% | +4.0% | -3.2% | -0.5% |
| 30D | -22.6% | +18.8% | -41.4% | -27.3% |
| 3M | -54.4% | +19.0% | -73.4% | -57.3% |
| 6M | -56.4% | +22.8% | -79.3% | -60.1% |
| YTD | -55.1% | +18.3% | -73.5% | -58.4% |
| 1Y | -46.9% | +21.8% | -68.7% | -51.4% |
| 3Y | +715.0% | +153.8% | +561.2% | +431.5% |
| 5Y | +153.7% | -18.9% | +172.6% | +117.4% |
| All | +233.7% | -1.6% | +235.3% | +185.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling