+174.0%
ASTS vs EIX
+18.0%
+156.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.5% | +9.5% | +7.5% |
| 7D | -21.1% | +1.0% | -22.1% | -21.3% |
| 30D | -46.7% | +9.1% | -55.8% | -47.6% |
| 3M | -52.0% | -10.2% | -41.8% | -51.7% |
| 6M | -54.3% | -11.2% | -43.0% | -54.3% |
| YTD | -55.5% | +4.5% | -60.0% | -57.8% |
| 1Y | -50.5% | +10.9% | -61.3% | -53.9% |
| 3Y | +706.2% | +8.4% | +697.8% | +641.4% |
| All | +174.0% | +18.0% | +156.0% | +167.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling