+653.1%
ASTS vs ESTC
+15.4%
+637.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.1% | -9.1% | -13.2% |
| 7D | -29.9% | -18.5% | -11.4% | -24.6% |
| 30D | -52.2% | -11.0% | -41.2% | -50.1% |
| 3M | -55.8% | +20.8% | -76.6% | -59.3% |
| 6M | -52.7% | +67.9% | -120.6% | -62.1% |
| YTD | -58.4% | +11.6% | -70.0% | -61.6% |
| 1Y | -57.1% | -3.3% | -53.8% | -57.9% |
| All | +653.1% | +15.4% | +637.7% | +639.5% |
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