-49.2%
ASTS vs ETR
+18.4%
-67.5%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.9% | -4.4% |
| 7D | -15.8% | +3.7% | -19.5% | -16.1% |
| 30D | -39.0% | +11.0% | -50.0% | -39.9% |
| 3M | -49.3% | +3.4% | -52.7% | -49.6% |
| 6M | -47.9% | -3.3% | -44.7% | -48.5% |
| YTD | -51.0% | +23.3% | -74.2% | -60.7% |
| 1Y | -49.2% | +19.2% | -68.3% | -56.2% |
| All | -49.2% | +18.4% | -67.5% | -56.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 1y: compounded portfolio wealth divided by compounded ETR 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…
1y analysis · Full analysis span regression · 6 months rolling