+174.0%
ASTS vs ELV
+8.2%
+165.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.5% | +8.5% | +7.2% |
| 7D | -21.1% | +1.3% | -22.4% | -21.2% |
| 30D | -46.7% | +5.3% | -52.0% | -47.1% |
| 3M | -52.0% | +9.2% | -61.2% | -52.7% |
| 6M | -54.3% | +14.5% | -68.8% | -55.5% |
| YTD | -55.5% | +23.2% | -78.7% | -57.7% |
| 1Y | -50.5% | +38.0% | -88.5% | -53.8% |
| 3Y | +706.2% | -1.5% | +707.8% | +685.8% |
| All | +174.0% | +8.2% | +165.8% | +135.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling