+537.8%
ASTS vs EIX
+23.8%
+513.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.2% |
| 7D | +7.3% | -19.1% | +26.4% | +10.0% |
| 30D | -8.9% | -16.9% | +8.0% | -7.3% |
| 3M | -41.9% | -20.0% | -21.9% | -40.8% |
| 6M | -40.6% | -21.3% | -19.3% | -39.2% |
| YTD | -14.2% | -1.7% | -12.5% | -16.1% |
| 1Y | +48.9% | +9.6% | +39.3% | +42.3% |
| 3Y | +1,461.7% | -3.7% | +1,465.3% | +1,421.4% |
| 5Y | +404.1% | +22.6% | +381.5% | +379.5% |
| All | +537.8% | +23.8% | +513.9% | +493.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 EIX 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