+230.9%
ASTS vs ETR
+132.3%
+98.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.2% | +6.8% | +7.0% |
| 7D | -21.1% | +0.4% | -21.5% | -21.1% |
| 30D | -46.7% | +7.5% | -54.2% | -47.2% |
| 3M | -52.0% | +4.4% | -56.4% | -52.3% |
| 6M | -54.3% | -1.5% | -52.7% | -54.2% |
| YTD | -55.5% | +21.8% | -77.3% | -56.9% |
| 1Y | -50.5% | +18.4% | -68.9% | -51.8% |
| 3Y | +706.2% | +148.5% | +557.7% | +631.9% |
| 5Y | +165.2% | +152.6% | +12.6% | +143.5% |
| All | +230.9% | +132.3% | +98.6% | +203.0% |
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