+230.9%
ASTS vs EAT
+371.9%
-140.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +7.7% |
| 7D | -21.1% | -2.6% | -18.4% | -20.6% |
| 30D | -46.7% | +11.5% | -58.2% | -48.3% |
| 3M | -52.0% | -9.1% | -42.9% | -51.4% |
| 6M | -54.3% | +40.4% | -94.7% | -58.8% |
| YTD | -55.5% | +43.9% | -99.4% | -60.4% |
| 1Y | -50.5% | +101.9% | -152.4% | -59.8% |
| 3Y | +706.2% | +489.9% | +216.4% | +412.4% |
| 5Y | +165.2% | +362.6% | -197.4% | +68.9% |
| All | +230.9% | +371.9% | -140.9% | +113.5% |
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