+209.1%
ASTS vs ESI
+205.3%
+3.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -8.0% | -7.2% | -10.4% |
| 7D | -29.9% | -13.1% | -16.8% | -23.3% |
| 30D | -52.2% | -18.5% | -33.7% | -45.6% |
| 3M | -55.8% | -19.6% | -36.2% | -49.4% |
| 6M | -52.7% | -29.8% | -22.9% | -41.4% |
| YTD | -58.4% | +23.9% | -82.3% | -63.2% |
| 1Y | -57.1% | +15.0% | -72.1% | -60.0% |
| 3Y | +629.5% | +64.3% | +565.1% | +469.6% |
| 5Y | +147.7% | +26.3% | +121.4% | +106.2% |
| All | +209.1% | +205.3% | +3.8% | +144.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling