+576.8%
ASTS vs EOG
+179.0%
+397.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.0% | +6.1% |
| 7D | +18.5% | -2.0% | +20.5% | +18.7% |
| 30D | -8.1% | +7.9% | -16.0% | -8.7% |
| 3M | -28.2% | +4.5% | -32.7% | -28.6% |
| 6M | -26.1% | +12.3% | -38.4% | -27.3% |
| YTD | -9.0% | +41.9% | -50.8% | -12.6% |
| 1Y | +62.2% | +27.8% | +34.3% | +57.3% |
| 3Y | +1,621.9% | +21.8% | +1,600.1% | +1,569.9% |
| 5Y | +457.0% | +174.0% | +283.0% | +430.9% |
| All | +576.8% | +179.0% | +397.8% | +547.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EOG.
Daily Out/Under-Performance
Portfolio return minus EOG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOG 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 10y: compounded portfolio wealth divided by compounded EOG 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…
10y analysis · Full analysis span regression · 6 months rolling