+425.9%
ASTS vs ELAN
-30.4%
+456.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.8% | -3.8% | -4.8% |
| 7D | 0.0% | -4.6% | +4.6% | +2.3% |
| 30D | -9.2% | +5.7% | -14.9% | -11.9% |
| 3M | -29.6% | -3.9% | -25.8% | -29.6% |
| 6M | -30.5% | -1.6% | -28.8% | -31.6% |
| YTD | -14.1% | +4.1% | -18.1% | -17.9% |
| 1Y | +69.1% | +25.5% | +43.6% | +45.3% |
| 3Y | +1,525.5% | +103.2% | +1,422.3% | +838.1% |
| 5Y | +425.9% | -29.8% | +455.6% | +678.6% |
| All | +425.9% | -30.4% | +456.2% | +678.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling