+168.5%
ASTS vs ENPH
-89.4%
+257.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -3.9% |
| 7D | +14.2% | -7.6% | +21.8% | +17.7% |
| 30D | -26.7% | -16.4% | -10.3% | -22.5% |
| 3M | -53.6% | -34.3% | -19.3% | -46.5% |
| 6M | -52.7% | -28.5% | -24.2% | -46.7% |
| YTD | -52.5% | -16.4% | -36.1% | -51.3% |
| 1Y | -46.5% | -12.8% | -33.7% | -45.7% |
| 3Y | +700.5% | -65.7% | +766.1% | +929.9% |
| 5Y | +168.5% | -89.4% | +257.8% | +318.1% |
| All | +168.5% | -89.4% | +257.8% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ENPH.
Daily Out/Under-Performance
Portfolio return minus ENPH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENPH 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 ENPH 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