-46.1%
ASTS vs ESTC
-5.7%
-40.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.1% | +8.6% | +8.7% |
| 7D | +2.8% | -2.6% | +5.5% | +3.8% |
| 30D | -28.8% | -8.6% | -20.2% | -27.1% |
| 3M | -48.9% | +14.4% | -63.2% | -50.3% |
| 6M | -55.6% | +73.3% | -128.9% | -61.7% |
| YTD | -49.6% | +15.7% | -65.3% | -48.5% |
| 1Y | -46.1% | -7.6% | -38.5% | -37.0% |
| All | -46.1% | -5.7% | -40.3% | -37.0% |
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