+274.8%
ASTS vs EIX
+32.9%
+242.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.5% | +9.2% | +8.8% |
| 7D | +2.8% | -2.5% | +5.3% | +3.2% |
| 30D | -28.8% | +7.7% | -36.5% | -29.6% |
| 3M | -48.9% | -12.9% | -36.0% | -48.3% |
| 6M | -55.6% | -12.7% | -43.0% | -55.4% |
| YTD | -49.6% | +5.5% | -55.0% | -51.2% |
| 1Y | -46.1% | +9.4% | -55.4% | -48.2% |
| 3Y | +749.7% | +9.7% | +740.0% | +711.0% |
| 5Y | +193.2% | +16.9% | +176.3% | +178.4% |
| All | +274.8% | +32.9% | +242.0% | +245.1% |
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