+230.9%
ASTS vs ESI
+211.1%
+19.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.9% | +5.1% | +5.9% |
| 7D | -21.1% | -8.5% | -12.6% | -16.3% |
| 30D | -46.7% | -15.7% | -31.0% | -40.6% |
| 3M | -52.0% | -18.2% | -33.8% | -45.6% |
| 6M | -54.3% | -28.8% | -25.4% | -43.8% |
| YTD | -55.5% | +26.3% | -81.7% | -61.0% |
| 1Y | -50.5% | +18.2% | -68.7% | -54.6% |
| 3Y | +706.2% | +68.1% | +638.1% | +521.7% |
| 5Y | +165.2% | +28.8% | +136.4% | +118.3% |
| All | +230.9% | +211.1% | +19.8% | +158.5% |
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