+230.9%
ASTS vs ENPH
+46.5%
+184.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.7% | +8.8% | +7.5% |
| 7D | -21.1% | +11.0% | -32.1% | -23.4% |
| 30D | -46.7% | -15.0% | -31.7% | -44.8% |
| 3M | -52.0% | -28.2% | -23.8% | -48.0% |
| 6M | -54.3% | -20.5% | -33.8% | -51.2% |
| YTD | -55.5% | -11.2% | -44.3% | -55.0% |
| 1Y | -50.5% | -8.7% | -41.8% | -50.2% |
| 3Y | +706.2% | -63.6% | +769.8% | +855.9% |
| 5Y | +165.2% | -88.0% | +253.3% | +256.6% |
| All | +230.9% | +46.5% | +184.4% | +322.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling