+168.5%
ASTS vs ENTG
+3.6%
+164.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -5.4% |
| 7D | +14.2% | +22.8% | -8.6% | +0.3% |
| 30D | -26.7% | -4.9% | -21.8% | -24.1% |
| 3M | -53.6% | -4.8% | -48.8% | -52.7% |
| 6M | -52.7% | +5.6% | -58.3% | -56.8% |
| YTD | -52.5% | +82.4% | -134.9% | -70.8% |
| 1Y | -46.5% | +82.9% | -129.4% | -66.8% |
| 3Y | +700.5% | +62.1% | +638.3% | +407.5% |
| 5Y | +168.5% | +4.3% | +164.2% | +121.5% |
| All | +168.5% | +3.6% | +164.9% | +121.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling