+48.9%
ASTS vs EOSE
-49.1%
+97.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | -4.8% |
| 7D | +7.3% | +19.0% | -11.7% | -1.6% |
| 30D | -8.9% | +1.6% | -10.4% | -10.1% |
| 3M | -41.9% | -52.0% | +10.1% | -21.4% |
| 6M | -40.6% | -42.5% | +1.9% | -27.0% |
| YTD | -14.2% | -66.1% | +51.9% | +25.8% |
| 1Y | +48.9% | -47.1% | +96.0% | +89.7% |
| All | +48.9% | -49.1% | +97.9% | +89.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 1y: compounded portfolio wealth divided by compounded EOSE 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…
1y analysis · Full analysis span regression · 6 months rolling