+537.8%
ASTS vs ENPH
+87.2%
+450.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENPH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +7.3% | -2.4% | +9.7% | +8.0% |
| 30D | -8.9% | -6.6% | -2.3% | -7.2% |
| 3M | -41.9% | -46.8% | +4.9% | -32.0% |
| 6M | -40.6% | -14.7% | -25.9% | -38.0% |
| YTD | -14.2% | +13.5% | -27.7% | -18.1% |
| 1Y | +48.9% | -0.4% | +49.3% | +46.1% |
| 3Y | +1,461.7% | -71.7% | +1,533.4% | +1,816.7% |
| 5Y | +404.1% | -79.1% | +483.2% | +516.2% |
| All | +537.8% | +87.2% | +450.6% | +669.2% |
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