+431.2%
ASTS vs ETR
+127.8%
+303.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.4% |
| 7D | +7.3% | +1.4% | +5.9% | +6.9% |
| 30D | -8.9% | +1.0% | -9.9% | -9.2% |
| 3M | -41.9% | -1.3% | -40.7% | -41.9% |
| 6M | -40.6% | +1.9% | -42.5% | -41.4% |
| YTD | -14.2% | +18.2% | -32.4% | -19.4% |
| 1Y | +48.9% | +24.7% | +24.2% | +38.4% |
| 3Y | +1,461.7% | +150.7% | +1,311.0% | +1,105.0% |
| All | +431.2% | +127.8% | +303.4% | +345.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling