+537.8%
ASTS vs ESTC
+27.1%
+510.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.5% | +4.8% | +1.9% |
| 7D | +7.3% | -8.1% | +15.4% | +10.2% |
| 30D | -8.9% | +31.7% | -40.6% | -19.1% |
| 3M | -41.9% | +41.1% | -83.0% | -49.9% |
| 6M | -40.6% | +77.1% | -117.7% | -53.9% |
| YTD | -14.2% | +21.7% | -35.9% | -24.4% |
| 1Y | +48.9% | +8.4% | +40.5% | +36.0% |
| 3Y | +1,461.7% | +23.6% | +1,438.0% | +1,183.5% |
| 5Y | +404.1% | -46.5% | +450.6% | +381.1% |
| All | +537.8% | +27.1% | +510.7% | +475.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling