-55.8%
ASTS vs ELF
+23.7%
-79.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.3% | -11.9% | -13.9% |
| 7D | -29.9% | -2.7% | -27.1% | -28.9% |
| 30D | -52.2% | +6.9% | -59.0% | -52.4% |
| 3M | -55.8% | +27.2% | -83.0% | -59.5% |
| All | -55.8% | +23.7% | -79.5% | -59.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling