+244.8%
ASTS vs EOG
+192.7%
+52.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | +2.1% | -10.7% | -8.8% |
| 7D | -9.3% | -2.4% | -7.0% | -9.1% |
| 30D | -33.9% | +2.9% | -36.8% | -34.0% |
| 3M | -51.0% | +7.2% | -58.3% | -51.3% |
| 6M | -55.1% | +18.2% | -73.3% | -55.9% |
| YTD | -53.6% | +48.9% | -102.5% | -55.7% |
| 1Y | -51.0% | +46.7% | -97.7% | -53.0% |
| 3Y | +681.7% | +37.4% | +644.3% | +651.6% |
| 5Y | +182.4% | +103.9% | +78.5% | +169.2% |
| All | +244.8% | +192.7% | +52.1% | +228.6% |
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