+209.1%
ASTS vs ELF
+550.8%
-341.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.3% | -11.9% | -14.5% |
| 7D | -29.9% | -2.7% | -27.1% | -29.4% |
| 30D | -52.2% | +6.9% | -59.0% | -52.8% |
| 3M | -55.8% | +27.2% | -83.0% | -58.2% |
| 6M | -52.7% | +84.9% | -137.6% | -58.9% |
| YTD | -58.4% | +44.5% | -102.9% | -62.3% |
| 1Y | -57.1% | -6.8% | -50.3% | -58.1% |
| 3Y | +629.5% | +14.2% | +615.2% | +516.7% |
| 5Y | +147.7% | +250.6% | -102.9% | +37.1% |
| All | +209.1% | +550.8% | -341.7% | +65.8% |
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