+244.8%
ASTS vs ENTG
+193.9%
+50.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.1% | -7.6% | -8.1% |
| 7D | -9.3% | -9.3% | 0.0% | -3.6% |
| 30D | -33.9% | -16.4% | -17.5% | -26.8% |
| 3M | -51.0% | -3.8% | -47.2% | -50.3% |
| 6M | -55.1% | -6.9% | -48.2% | -54.9% |
| YTD | -53.6% | +65.0% | -118.6% | -66.5% |
| 1Y | -51.0% | +61.7% | -112.7% | -63.9% |
| 3Y | +681.7% | +46.6% | +635.0% | +491.4% |
| 5Y | +182.4% | -2.7% | +185.1% | +134.4% |
| All | +244.8% | +193.9% | +50.9% | +170.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ENTG.
Daily Out/Under-Performance
Portfolio return minus ENTG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENTG 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 10y: compounded portfolio wealth divided by compounded ENTG 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…
10y analysis · Full analysis span regression · 6 months rolling