+277.6%
ASTS vs ETR
+134.9%
+142.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.1% | +13.0% | +14.0% |
| 7D | +1.5% | +1.7% | -0.2% | +1.3% |
| 30D | -27.6% | +8.7% | -36.4% | -28.4% |
| 3M | -48.7% | +4.9% | -53.6% | -49.0% |
| 6M | -50.8% | +0.8% | -51.6% | -51.0% |
| YTD | -49.2% | +23.1% | -72.3% | -50.9% |
| 1Y | -46.7% | +17.9% | -64.6% | -48.1% |
| 3Y | +793.2% | +154.5% | +638.7% | +708.7% |
| 5Y | +195.6% | +160.3% | +35.3% | +171.1% |
| All | +277.6% | +134.9% | +142.7% | +245.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling