-40.6%
ASTS vs ETR
+1.8%
-42.4%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.2% |
| 7D | +7.3% | +1.4% | +5.9% | +7.7% |
| 30D | -8.9% | +1.0% | -9.9% | -8.6% |
| 3M | -41.9% | -1.3% | -40.7% | -41.9% |
| 6M | -40.6% | +1.9% | -42.5% | -40.9% |
| All | -40.6% | +1.8% | -42.4% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling