+209.1%
ASTS vs ES
+11.1%
+198.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +2.1% | -17.3% | -15.5% |
| 7D | -29.9% | +5.9% | -35.8% | -30.4% |
| 30D | -52.2% | +10.2% | -62.4% | -52.8% |
| 3M | -55.8% | +0.4% | -56.2% | -55.9% |
| 6M | -52.7% | +6.9% | -59.6% | -53.3% |
| YTD | -58.4% | +10.5% | -68.9% | -59.2% |
| 1Y | -57.1% | +3.2% | -60.3% | -57.6% |
| 3Y | +629.5% | +49.0% | +580.4% | +575.6% |
| 5Y | +147.7% | +4.5% | +143.3% | +138.0% |
| All | +209.1% | +11.1% | +198.0% | +197.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling