+174.0%
ASTS vs ENTG
-10.4%
+184.4%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.6% | +4.5% | +5.4% |
| 7D | -21.1% | -17.1% | -4.0% | -10.3% |
| 30D | -46.7% | -23.0% | -23.7% | -37.1% |
| 3M | -52.0% | -10.2% | -41.8% | -49.3% |
| 6M | -54.3% | -17.8% | -36.5% | -50.8% |
| YTD | -55.5% | +52.4% | -107.9% | -69.4% |
| 1Y | -50.5% | +49.8% | -100.3% | -65.2% |
| 3Y | +706.2% | +42.1% | +664.1% | +455.1% |
| All | +174.0% | -10.4% | +184.4% | +156.3% |
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