+537.8%
ASTS vs ELF
+549.7%
-11.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.2% |
| 7D | +7.3% | +5.4% | +2.0% | +6.2% |
| 30D | -8.9% | +27.0% | -35.9% | -13.6% |
| 3M | -41.9% | +113.2% | -155.1% | -50.8% |
| 6M | -40.6% | +36.6% | -77.2% | -45.1% |
| YTD | -14.2% | +44.2% | -58.4% | -22.1% |
| 1Y | +48.9% | -18.0% | +66.8% | +48.9% |
| 3Y | +1,461.7% | -19.9% | +1,481.6% | +1,320.9% |
| 5Y | +404.1% | +257.7% | +146.4% | +178.0% |
| All | +537.8% | +549.7% | -11.9% | +242.5% |
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 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