+277.6%
ASTS vs EOG
+186.8%
+90.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.9% | +13.2% | +14.0% |
| 7D | +1.5% | -6.0% | +7.5% | +2.0% |
| 30D | -27.6% | +0.9% | -28.5% | -27.6% |
| 3M | -48.7% | +10.9% | -59.6% | -49.2% |
| 6M | -50.8% | +15.8% | -66.6% | -51.6% |
| YTD | -49.2% | +45.8% | -95.1% | -51.4% |
| 1Y | -46.7% | +45.3% | -92.0% | -48.9% |
| 3Y | +793.2% | +36.2% | +757.1% | +759.8% |
| 5Y | +195.6% | +94.0% | +101.6% | +182.4% |
| All | +277.6% | +186.8% | +90.8% | +260.5% |
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