+277.6%
ASTS vs EAT
+364.9%
-87.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -1.5% | +15.6% | +14.4% |
| 7D | +1.5% | -3.9% | +5.5% | +2.4% |
| 30D | -27.6% | +5.0% | -32.6% | -28.8% |
| 3M | -48.7% | -9.6% | -39.1% | -48.0% |
| 6M | -50.8% | +46.8% | -97.6% | -56.1% |
| YTD | -49.2% | +41.8% | -91.0% | -54.7% |
| 1Y | -46.7% | +98.3% | -145.0% | -56.6% |
| 3Y | +793.2% | +503.1% | +290.2% | +465.6% |
| 5Y | +195.6% | +356.7% | -161.1% | +88.7% |
| All | +277.6% | +364.9% | -87.3% | +144.4% |
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