+182.4%
ASTS vs EAT
+342.4%
-160.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -4.1% | -4.6% | -6.9% |
| 7D | -9.3% | -5.9% | -3.4% | -7.0% |
| 30D | -33.9% | +0.7% | -34.6% | -34.7% |
| 3M | -51.0% | -14.2% | -36.8% | -48.7% |
| 6M | -55.1% | +40.7% | -95.8% | -63.4% |
| YTD | -53.6% | +36.0% | -89.6% | -62.5% |
| 1Y | -51.0% | +83.1% | -134.0% | -66.6% |
| 3Y | +681.7% | +474.8% | +206.9% | +157.1% |
| 5Y | +182.4% | +347.6% | -165.2% | -9.6% |
| All | +182.4% | +342.4% | -160.0% | -9.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling