-49.2%
ASTS vs ELF
-3.2%
-45.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +1.9% | -6.0% | -4.7% |
| 7D | -15.8% | -1.5% | -14.2% | -15.4% |
| 30D | -39.0% | +9.5% | -48.6% | -40.6% |
| 3M | -49.3% | +29.4% | -78.7% | -53.1% |
| 6M | -47.9% | +83.7% | -131.7% | -56.7% |
| YTD | -51.0% | +49.4% | -100.4% | -58.0% |
| 1Y | -49.2% | -3.9% | -45.2% | -52.3% |
| All | -49.2% | -3.2% | -45.9% | -52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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