+277.6%
ASTS vs ESI
+227.1%
+50.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +5.1% | +9.0% | +11.0% |
| 7D | +1.5% | -3.5% | +5.0% | +4.5% |
| 30D | -27.6% | -9.3% | -18.4% | -22.6% |
| 3M | -48.7% | -12.8% | -35.9% | -43.9% |
| 6M | -50.8% | -24.6% | -26.2% | -41.7% |
| YTD | -49.2% | +32.7% | -82.0% | -56.7% |
| 1Y | -46.7% | +20.3% | -67.0% | -51.6% |
| 3Y | +793.2% | +80.2% | +713.0% | +564.0% |
| 5Y | +195.6% | +40.0% | +155.6% | +135.7% |
| All | +277.6% | +227.1% | +50.5% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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