+1,505.9%
ASTS vs ESTC
+25.2%
+1,480.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.7% |
| 7D | +7.3% | -8.1% | +15.4% | +9.9% |
| 30D | -8.9% | +31.7% | -40.6% | -18.2% |
| 3M | -41.9% | +41.1% | -83.0% | -49.2% |
| 6M | -40.6% | +77.1% | -117.7% | -53.0% |
| YTD | -14.2% | +21.7% | -35.9% | -22.9% |
| 1Y | +48.9% | +8.4% | +40.5% | +38.9% |
| All | +1,505.9% | +25.2% | +1,480.8% | +1,452.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling