+160.4%
ASTS vs ELV
+5.9%
+154.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | +0.8% | +1.0% | -0.1% | +0.7% |
| 30D | -22.6% | +0.4% | -23.0% | -22.8% |
| 3M | -54.4% | +8.4% | -62.8% | -55.0% |
| 6M | -56.4% | +8.4% | -64.8% | -57.1% |
| YTD | -55.1% | +24.4% | -79.5% | -57.3% |
| 1Y | -46.9% | +33.5% | -80.4% | -50.1% |
| 3Y | +715.0% | -2.1% | +717.1% | +697.9% |
| All | +160.4% | +5.9% | +154.5% | +130.7% |
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