+521.4%
ASTS vs EOSE
-58.6%
+580.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.1% | -4.8% |
| 7D | 0.0% | +15.0% | -14.9% | -3.2% |
| 30D | -9.2% | +2.5% | -11.7% | -9.8% |
| 3M | -29.6% | -33.7% | +4.1% | -23.2% |
| 6M | -30.5% | -32.7% | +2.3% | -25.2% |
| YTD | -14.1% | -63.8% | +49.7% | +2.6% |
| 1Y | +69.1% | -40.5% | +109.7% | +84.7% |
| 3Y | +1,525.5% | +50.4% | +1,475.2% | +1,224.5% |
| 5Y | +425.9% | -68.6% | +494.4% | +357.0% |
| All | +521.4% | -58.6% | +580.0% | +440.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling