+233.7%
ASTS vs EAT
+353.0%
-119.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -5.6% |
| 7D | +0.8% | -4.0% | +4.8% | +1.9% |
| 30D | -22.6% | -2.9% | -19.7% | -22.3% |
| 3M | -54.4% | -16.9% | -37.5% | -52.8% |
| 6M | -56.4% | +57.0% | -113.4% | -61.7% |
| YTD | -55.1% | +38.2% | -93.3% | -59.7% |
| 1Y | -46.9% | +69.3% | -116.2% | -54.9% |
| 3Y | +715.0% | +483.0% | +232.0% | +420.6% |
| 5Y | +153.7% | +364.1% | -210.5% | +62.6% |
| All | +233.7% | +353.0% | -119.4% | +117.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling