+576.8%
ASTS vs ELV
+64.0%
+512.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -1.4% | +7.5% | +6.2% |
| 7D | +18.5% | -0.3% | +18.8% | +18.5% |
| 30D | -8.1% | +2.0% | -10.1% | -8.3% |
| 3M | -28.2% | -3.5% | -24.7% | -28.0% |
| 6M | -26.1% | +40.2% | -66.3% | -29.1% |
| YTD | -9.0% | +15.8% | -24.8% | -11.2% |
| 1Y | +62.2% | +33.2% | +29.0% | +56.3% |
| 3Y | +1,621.9% | -6.2% | +1,628.1% | +1,602.5% |
| 5Y | +457.0% | +16.4% | +440.6% | +442.6% |
| All | +576.8% | +64.0% | +512.8% | +540.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 10y: compounded portfolio wealth divided by compounded ELV 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…
10y analysis · Full analysis span regression · 6 months rolling