+277.6%
ASTS vs ELV
+71.4%
+206.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.7% | +15.8% | +14.3% |
| 7D | +1.5% | +1.1% | +0.4% | +1.4% |
| 30D | -27.6% | +1.3% | -29.0% | -27.8% |
| 3M | -48.7% | +6.6% | -55.3% | -49.1% |
| 6M | -50.8% | +11.6% | -62.4% | -51.6% |
| YTD | -49.2% | +21.1% | -70.3% | -50.8% |
| 1Y | -46.7% | +34.2% | -80.9% | -48.9% |
| 3Y | +793.2% | -2.9% | +796.2% | +779.5% |
| 5Y | +195.6% | +4.6% | +191.0% | +188.6% |
| All | +277.6% | +71.4% | +206.2% | +255.3% |
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