+174.0%
ASTS vs ESTC
-48.9%
+222.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +6.2% |
| 7D | -21.1% | -11.5% | -9.6% | -16.7% |
| 30D | -46.7% | -7.5% | -39.2% | -44.7% |
| 3M | -52.0% | +23.1% | -75.1% | -56.8% |
| 6M | -54.3% | +75.3% | -129.5% | -65.4% |
| YTD | -55.5% | +14.1% | -69.6% | -60.3% |
| 1Y | -50.5% | -0.6% | -49.9% | -53.0% |
| 3Y | +706.2% | +20.8% | +685.4% | +544.3% |
| All | +174.0% | -48.9% | +222.9% | +191.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling