+230.9%
ASTS vs EIX
+31.6%
+199.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.5% | +7.4% |
| 7D | -21.1% | +1.0% | -22.1% | -21.2% |
| 30D | -46.7% | +9.1% | -55.8% | -47.4% |
| 3M | -52.0% | -10.2% | -41.8% | -51.7% |
| 6M | -54.3% | -11.2% | -43.0% | -54.2% |
| YTD | -55.5% | +4.5% | -60.0% | -56.9% |
| 1Y | -50.5% | +10.9% | -61.3% | -52.6% |
| 3Y | +706.2% | +8.4% | +697.8% | +670.8% |
| 5Y | +165.2% | +18.0% | +147.3% | +151.8% |
| All | +230.9% | +31.6% | +199.3% | +205.0% |
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