+230.9%
ASTS vs ES
+7.9%
+223.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +7.4% |
| 7D | -21.1% | +1.9% | -23.0% | -21.4% |
| 30D | -46.7% | +7.1% | -53.7% | -47.3% |
| 3M | -52.0% | -1.9% | -50.1% | -52.0% |
| 6M | -54.3% | +4.4% | -58.6% | -54.7% |
| YTD | -55.5% | +7.3% | -62.8% | -56.2% |
| 1Y | -50.5% | +2.1% | -52.6% | -51.0% |
| 3Y | +706.2% | +41.8% | +664.4% | +651.1% |
| 5Y | +165.2% | +1.4% | +163.8% | +155.5% |
| All | +230.9% | +7.9% | +223.0% | +219.5% |
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