-54.3%
ASTS vs EAT
+39.5%
-93.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.9% | +9.9% | +6.9% |
| 7D | -21.1% | -2.6% | -18.4% | -21.0% |
| 30D | -46.7% | +11.5% | -58.2% | -45.9% |
| 3M | -52.0% | -9.1% | -42.9% | -52.1% |
| 6M | -54.3% | +40.4% | -94.7% | -51.9% |
| All | -54.3% | +39.5% | -93.7% | -51.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling