+815.5%
ASTS vs ETR
+155.6%
+659.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.3% | +8.4% | +8.7% |
| 7D | +2.8% | +0.1% | +2.7% | +2.9% |
| 30D | -28.8% | +7.7% | -36.5% | -29.6% |
| 3M | -48.9% | +5.7% | -54.6% | -49.3% |
| 6M | -55.6% | -0.3% | -55.4% | -55.7% |
| YTD | -49.6% | +23.4% | -72.9% | -52.0% |
| 1Y | -46.1% | +18.5% | -64.5% | -48.2% |
| All | +815.5% | +155.6% | +659.9% | +1,196.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling