+209.1%
ASTS vs EAT
+385.8%
-176.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.5% | -11.7% | -14.4% |
| 7D | -29.9% | -3.3% | -26.6% | -29.3% |
| 30D | -52.2% | +11.7% | -63.8% | -53.6% |
| 3M | -55.8% | -5.9% | -49.9% | -55.6% |
| 6M | -52.7% | +46.7% | -99.4% | -57.8% |
| YTD | -58.4% | +48.2% | -106.6% | -63.3% |
| 1Y | -57.1% | +105.4% | -162.5% | -65.3% |
| 3Y | +629.5% | +502.8% | +126.7% | +361.4% |
| 5Y | +147.7% | +376.3% | -228.5% | +56.8% |
| All | +209.1% | +385.8% | -176.7% | +98.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling