+168.5%
ASTS vs ETR
+158.6%
+9.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.8% | -5.8% |
| 7D | +14.2% | +1.5% | +12.7% | +13.8% |
| 30D | -26.7% | +6.6% | -33.3% | -28.0% |
| 3M | -53.6% | +4.4% | -58.0% | -54.1% |
| 6M | -52.7% | -0.3% | -52.4% | -52.8% |
| YTD | -52.5% | +23.3% | -75.8% | -56.0% |
| 1Y | -46.5% | +18.9% | -65.4% | -49.8% |
| 3Y | +700.5% | +155.5% | +545.0% | +508.2% |
| 5Y | +168.5% | +159.9% | +8.6% | +129.6% |
| All | +168.5% | +158.6% | +9.9% | +129.6% |
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