+706.2%
ASTS vs ENTG
+39.6%
+666.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +5.3% |
| 7D | -21.1% | -17.1% | -4.0% | -10.2% |
| 30D | -46.7% | -23.0% | -23.7% | -36.9% |
| 3M | -52.0% | -10.2% | -41.8% | -49.3% |
| 6M | -54.3% | -17.8% | -36.5% | -50.9% |
| YTD | -55.5% | +52.4% | -107.9% | -70.5% |
| 1Y | -50.5% | +49.8% | -100.3% | -66.4% |
| 3Y | +706.2% | +42.1% | +664.1% | +362.4% |
| All | +706.2% | +39.6% | +666.6% | +362.4% |
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