+244.8%
ASTS vs ETR
+134.7%
+110.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | -9.3% | +2.6% | -11.9% | -9.6% |
| 30D | -33.9% | +8.7% | -42.6% | -34.6% |
| 3M | -51.0% | +6.4% | -57.4% | -51.4% |
| 6M | -55.1% | +0.7% | -55.8% | -55.2% |
| YTD | -53.6% | +23.0% | -76.7% | -55.2% |
| 1Y | -51.0% | +17.9% | -68.9% | -52.3% |
| 3Y | +681.7% | +154.9% | +526.7% | +607.6% |
| 5Y | +182.4% | +157.3% | +25.1% | +159.0% |
| All | +244.8% | +134.7% | +110.1% | +215.3% |
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