+253.1%
ASTS vs ELF
+572.6%
-319.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.2% | -1.6% | -4.9% |
| 7D | +14.2% | +3.4% | +10.9% | +13.6% |
| 30D | -26.7% | +5.0% | -31.7% | -27.2% |
| 3M | -53.6% | +22.6% | -76.1% | -55.6% |
| 6M | -52.7% | +104.0% | -156.7% | -59.5% |
| YTD | -52.5% | +49.3% | -101.8% | -57.2% |
| 1Y | -46.5% | +46.0% | -92.5% | -51.6% |
| 3Y | +700.5% | +19.4% | +681.1% | +572.7% |
| 5Y | +168.5% | +262.0% | -93.5% | +47.7% |
| All | +253.1% | +572.6% | -319.4% | +88.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling