+537.8%
ASTS vs EAT
+425.9%
+111.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | +0.2% |
| 7D | +7.3% | 0.0% | +7.3% | +7.2% |
| 30D | -8.9% | +1.9% | -10.8% | -9.5% |
| 3M | -41.9% | +68.7% | -110.6% | -49.4% |
| 6M | -40.6% | +66.9% | -107.5% | -48.6% |
| YTD | -14.2% | +60.4% | -74.6% | -25.1% |
| 1Y | +48.9% | +44.0% | +4.9% | +32.4% |
| 3Y | +1,461.7% | +604.7% | +857.0% | +862.3% |
| 5Y | +404.1% | +347.0% | +57.1% | +218.7% |
| All | +537.8% | +425.9% | +111.9% | +304.1% |
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