+537.8%
ASTS vs ENTG
+194.1%
+343.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENTG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.2% | -5.9% | -3.1% |
| 7D | +7.3% | +2.8% | +4.5% | +5.7% |
| 30D | -8.9% | -4.7% | -4.2% | -6.5% |
| 3M | -41.9% | -0.7% | -41.2% | -43.4% |
| 6M | -40.6% | +7.7% | -48.3% | -45.3% |
| YTD | -14.2% | +65.1% | -79.3% | -37.7% |
| 1Y | +48.9% | +74.8% | -25.9% | +6.0% |
| 3Y | +1,461.7% | +36.9% | +1,424.8% | +1,124.6% |
| 5Y | +404.1% | +16.1% | +388.0% | +307.5% |
| All | +537.8% | +194.1% | +343.7% | +403.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling