+815.5%
ASTS vs ENTG
+64.3%
+751.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +11.3% | -2.6% | +1.1% |
| 7D | +2.8% | +7.9% | -5.1% | -1.5% |
| 30D | -28.8% | -3.6% | -25.3% | -27.1% |
| 3M | -48.9% | +2.7% | -51.6% | -50.5% |
| 6M | -55.6% | +3.6% | -59.2% | -59.2% |
| YTD | -49.6% | +83.6% | -133.2% | -70.4% |
| 1Y | -46.1% | +84.9% | -130.9% | -68.1% |
| All | +815.5% | +64.3% | +751.2% | +403.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling