+244.8%
ASTS vs ESTC
+20.8%
+224.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -3.3% | -5.3% | -7.5% |
| 7D | -9.3% | -3.6% | -5.8% | -7.6% |
| 30D | -33.9% | -11.2% | -22.7% | -30.5% |
| 3M | -51.0% | +14.3% | -65.3% | -54.0% |
| 6M | -55.1% | +67.0% | -122.1% | -64.0% |
| YTD | -53.6% | +15.7% | -69.3% | -58.1% |
| 1Y | -51.0% | -6.3% | -44.7% | -52.0% |
| 3Y | +681.7% | +14.5% | +667.2% | +571.3% |
| 5Y | +182.4% | -49.9% | +232.3% | +177.1% |
| All | +244.8% | +20.8% | +224.1% | +218.7% |
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