+277.6%
ASTS vs ELF
+607.0%
-329.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.8% | +11.3% | +13.5% |
| 7D | +1.5% | +7.8% | -6.3% | +0.1% |
| 30D | -27.6% | +9.3% | -36.9% | -28.8% |
| 3M | -48.7% | +21.2% | -69.9% | -50.9% |
| 6M | -50.8% | +96.1% | -147.0% | -57.8% |
| YTD | -49.2% | +57.0% | -106.2% | -54.7% |
| 1Y | -46.7% | +61.9% | -108.5% | -52.8% |
| 3Y | +793.2% | +20.0% | +773.2% | +648.6% |
| 5Y | +195.6% | +284.8% | -89.2% | +60.5% |
| All | +277.6% | +607.0% | -329.5% | +99.1% |
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