-49.2%
ASTS vs ESTC
+1.6%
-50.7%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.9% | -3.2% | -3.9% |
| 7D | -15.8% | -15.9% | +0.1% | -12.8% |
| 30D | -39.0% | -5.5% | -33.5% | -38.2% |
| 3M | -49.3% | +26.2% | -75.5% | -52.2% |
| 6M | -47.9% | +77.0% | -125.0% | -55.7% |
| YTD | -51.0% | +18.9% | -69.8% | -50.8% |
| 1Y | -49.2% | +1.3% | -50.4% | -44.3% |
| All | -49.2% | +1.6% | -50.7% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling