+230.9%
ASTS vs ELF
+588.0%
-357.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +5.7% | +1.3% | +5.8% |
| 7D | -21.1% | +4.0% | -25.1% | -21.6% |
| 30D | -46.7% | +10.6% | -57.3% | -47.8% |
| 3M | -52.0% | +25.8% | -77.8% | -54.4% |
| 6M | -54.3% | +89.1% | -143.3% | -60.4% |
| YTD | -55.5% | +52.7% | -108.2% | -60.1% |
| 1Y | -50.5% | +51.7% | -102.2% | -55.6% |
| 3Y | +706.2% | +14.2% | +692.0% | +582.3% |
| 5Y | +165.2% | +270.7% | -105.5% | +45.0% |
| All | +230.9% | +588.0% | -357.1% | +75.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling