+253.1%
ASTS vs ES
+9.9%
+243.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -5.9% |
| 7D | +14.2% | -1.1% | +15.3% | +14.3% |
| 30D | -26.7% | +8.2% | -34.9% | -27.6% |
| 3M | -53.6% | +0.6% | -54.2% | -53.7% |
| 6M | -52.7% | +6.0% | -58.7% | -53.3% |
| YTD | -52.5% | +9.3% | -61.8% | -53.4% |
| 1Y | -46.5% | +1.1% | -47.6% | -47.0% |
| 3Y | +700.5% | +51.9% | +648.5% | +639.3% |
| 5Y | +168.5% | +6.5% | +162.0% | +158.2% |
| All | +253.1% | +9.9% | +243.2% | +240.2% |
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