-49.2%
ASTS vs ES
-1.6%
-47.6%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.1% |
| 7D | -15.8% | +5.3% | -21.1% | -15.8% |
| 30D | -39.0% | +8.9% | -48.0% | -39.3% |
| 3M | -49.3% | -1.9% | -47.4% | -48.9% |
| 6M | -47.9% | +3.9% | -51.8% | -48.5% |
| YTD | -51.0% | +8.3% | -59.2% | -52.8% |
| 1Y | -49.2% | -0.1% | -49.0% | -50.0% |
| All | -49.2% | -1.6% | -47.6% | -50.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 1y: compounded portfolio wealth divided by compounded ES 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…
1y analysis · Full analysis span regression · 6 months rolling