+253.1%
ASTS vs ELV
+76.2%
+177.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +14.2% | -0.5% | +14.7% | +14.2% |
| 30D | -26.7% | +1.1% | -27.8% | -26.8% |
| 3M | -53.6% | +8.2% | -61.7% | -54.0% |
| 6M | -52.7% | +10.2% | -62.9% | -53.4% |
| YTD | -52.5% | +24.4% | -76.9% | -54.1% |
| 1Y | -46.5% | +33.8% | -80.3% | -48.7% |
| 3Y | +700.5% | -1.4% | +701.8% | +687.3% |
| 5Y | +168.5% | +5.8% | +162.6% | +161.7% |
| All | +253.1% | +76.2% | +177.0% | +231.4% |
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