+209.1%
ASTS vs EIX
+35.0%
+174.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.0% | -14.2% | -15.1% |
| 7D | -29.9% | +2.5% | -32.4% | -30.1% |
| 30D | -52.2% | +14.1% | -66.2% | -53.0% |
| 3M | -55.8% | -9.4% | -46.4% | -55.6% |
| 6M | -52.7% | -9.1% | -43.6% | -52.7% |
| YTD | -58.4% | +7.1% | -65.6% | -59.8% |
| 1Y | -57.1% | +13.3% | -70.3% | -59.0% |
| 3Y | +629.5% | +10.9% | +618.6% | +595.6% |
| 5Y | +147.7% | +21.0% | +126.8% | +134.5% |
| All | +209.1% | +35.0% | +174.1% | +184.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling