+537.8%
ASTS vs EOG
+178.6%
+359.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +7.3% | +1.3% | +6.1% | +7.2% |
| 30D | -8.9% | +8.2% | -17.0% | -9.5% |
| 3M | -41.9% | +3.8% | -45.7% | -42.2% |
| 6M | -40.6% | +15.3% | -55.9% | -41.7% |
| YTD | -14.2% | +41.7% | -55.9% | -17.6% |
| 1Y | +48.9% | +23.6% | +25.3% | +44.8% |
| 3Y | +1,461.7% | +23.3% | +1,438.4% | +1,413.0% |
| 5Y | +404.1% | +170.4% | +233.7% | +380.6% |
| All | +537.8% | +178.6% | +359.1% | +510.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling