+1,505.9%
ASTS vs ETR
+151.5%
+1,354.4%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +7.3% | +1.4% | +5.9% | +7.0% |
| 30D | -8.9% | +1.0% | -9.9% | -9.1% |
| 3M | -41.9% | -1.3% | -40.7% | -41.9% |
| 6M | -40.6% | +1.9% | -42.5% | -41.2% |
| YTD | -14.2% | +18.2% | -32.4% | -19.0% |
| 1Y | +48.9% | +24.7% | +24.2% | +40.0% |
| All | +1,505.9% | +151.5% | +1,354.4% | +1,261.5% |
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