+147.7%
ASTS vs ELF
+259.2%
-111.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.3% | -11.9% | -14.4% |
| 7D | -29.9% | -2.7% | -27.1% | -29.3% |
| 30D | -52.2% | +6.9% | -59.0% | -52.9% |
| 3M | -55.8% | +27.2% | -83.0% | -58.4% |
| 6M | -52.7% | +84.9% | -137.6% | -59.6% |
| YTD | -58.4% | +44.5% | -102.9% | -62.7% |
| 1Y | -57.1% | -6.8% | -50.3% | -58.3% |
| 3Y | +629.5% | +14.2% | +615.2% | +475.2% |
| 5Y | +147.7% | +250.6% | -102.9% | -31.9% |
| All | +147.7% | +259.2% | -111.5% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling