+62.2%
ASTS vs ENTG
+71.8%
-9.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.7% | +4.4% | +5.0% |
| 7D | +18.5% | +8.9% | +9.6% | +11.9% |
| 30D | -8.1% | -7.2% | -0.9% | -3.6% |
| 3M | -28.2% | +6.4% | -34.6% | -35.9% |
| 6M | -26.1% | +25.7% | -51.8% | -44.0% |
| YTD | -9.0% | +67.9% | -76.8% | -49.9% |
| 1Y | +62.2% | +72.4% | -10.2% | -12.0% |
| All | +62.2% | +71.8% | -9.6% | -12.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling