+576.8%
ASTS vs ET
+211.4%
+365.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +18.5% | +0.4% | +18.1% | +18.4% |
| 30D | -8.1% | +6.9% | -14.9% | -9.3% |
| 3M | -28.2% | +13.1% | -41.3% | -30.2% |
| 6M | -26.1% | +18.7% | -44.8% | -29.2% |
| YTD | -9.0% | +37.4% | -46.4% | -15.6% |
| 1Y | +62.2% | +34.8% | +27.4% | +50.9% |
| 3Y | +1,621.9% | +96.8% | +1,525.1% | +1,401.9% |
| 5Y | +457.0% | +238.2% | +218.8% | +359.7% |
| All | +576.8% | +211.4% | +365.3% | +450.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 10y: compounded portfolio wealth divided by compounded ET 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…
10y analysis · Full analysis span regression · 6 months rolling