+147.7%
ASTS vs ESTC
-51.6%
+199.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -6.1% | -9.1% | -12.8% |
| 7D | -29.9% | -18.5% | -11.4% | -23.5% |
| 30D | -52.2% | -11.0% | -41.2% | -49.7% |
| 3M | -55.8% | +20.8% | -76.6% | -60.0% |
| 6M | -52.7% | +67.9% | -120.6% | -63.6% |
| YTD | -58.4% | +11.6% | -70.0% | -62.6% |
| 1Y | -57.1% | -3.3% | -53.8% | -58.8% |
| 3Y | +629.5% | +16.4% | +613.1% | +492.5% |
| 5Y | +147.7% | -49.9% | +197.6% | +147.9% |
| All | +147.7% | -51.6% | +199.4% | +147.9% |
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 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