+230.9%
ASTS vs ESTC
+19.1%
+211.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +6.3% |
| 7D | -21.1% | -11.5% | -9.6% | -17.2% |
| 30D | -46.7% | -7.5% | -39.2% | -45.0% |
| 3M | -52.0% | +23.1% | -75.1% | -56.2% |
| 6M | -54.3% | +75.3% | -129.5% | -64.1% |
| YTD | -55.5% | +14.1% | -69.6% | -59.7% |
| 1Y | -50.5% | -0.6% | -49.9% | -52.7% |
| 3Y | +706.2% | +20.8% | +685.4% | +576.1% |
| 5Y | +165.2% | -48.8% | +214.0% | +158.9% |
| All | +230.9% | +19.1% | +211.8% | +206.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling