+1,522.7%
ASTS vs ELAN
+110.3%
+1,412.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.2% |
| 3M | -41.9% | -0.8% | -41.1% | -42.4% |
| 6M | -40.6% | +0.2% | -40.8% | -41.4% |
| YTD | -14.2% | +8.3% | -22.5% | -17.8% |
| 1Y | +48.9% | +40.2% | +8.6% | +29.5% |
| All | +1,522.7% | +110.3% | +1,412.4% | +1,079.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling