+253.1%
ASTS vs EIX
+33.0%
+220.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.1% | -5.9% | -5.8% |
| 7D | +14.2% | -1.5% | +15.7% | +14.4% |
| 30D | -26.7% | +8.1% | -34.8% | -27.5% |
| 3M | -53.6% | -12.1% | -41.4% | -53.1% |
| 6M | -52.7% | -13.4% | -39.3% | -52.3% |
| YTD | -52.5% | +5.6% | -58.1% | -54.0% |
| 1Y | -46.5% | +7.8% | -54.3% | -48.5% |
| 3Y | +700.5% | +9.8% | +690.6% | +663.9% |
| 5Y | +168.5% | +18.8% | +149.6% | +154.7% |
| All | +253.1% | +33.0% | +220.1% | +225.0% |
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