+233.7%
ASTS vs ESI
+228.3%
+5.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.7% | -4.8% | -5.1% |
| 7D | +0.8% | +5.5% | -4.7% | -1.9% |
| 30D | -22.6% | -7.8% | -14.9% | -18.0% |
| 3M | -54.4% | -15.0% | -39.4% | -49.3% |
| 6M | -56.4% | -24.9% | -31.5% | -48.2% |
| YTD | -55.1% | +33.2% | -88.3% | -61.7% |
| 1Y | -46.9% | +24.9% | -71.9% | -52.7% |
| 3Y | +715.0% | +77.8% | +637.2% | +510.7% |
| 5Y | +153.7% | +37.1% | +116.6% | +102.9% |
| All | +233.7% | +228.3% | +5.4% | +153.6% |
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