+277.6%
ASTS vs EIX
+33.3%
+244.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +1.3% | +12.8% | +13.9% |
| 7D | +1.5% | +0.7% | +0.8% | +1.4% |
| 30D | -27.6% | +8.8% | -36.4% | -28.5% |
| 3M | -48.7% | -10.9% | -37.8% | -48.3% |
| 6M | -50.8% | -10.3% | -40.6% | -50.8% |
| YTD | -49.2% | +5.8% | -55.0% | -50.9% |
| 1Y | -46.7% | +11.4% | -58.0% | -48.9% |
| 3Y | +793.2% | +11.1% | +782.2% | +750.9% |
| 5Y | +195.6% | +18.5% | +177.1% | +180.4% |
| All | +277.6% | +33.3% | +244.2% | +247.5% |
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