+235.4%
ASTS vs EOSE
-82.7%
+318.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -7.4% | -1.2% | -6.9% |
| 7D | -9.3% | -8.4% | -0.9% | -7.5% |
| 30D | -33.9% | -31.0% | -2.9% | -28.2% |
| 3M | -51.0% | -57.0% | +6.0% | -40.9% |
| 6M | -55.1% | -78.3% | +23.2% | -37.2% |
| YTD | -53.6% | -84.8% | +31.2% | -32.8% |
| 1Y | -51.0% | -90.9% | +40.0% | -21.7% |
| 3Y | +681.7% | +35.9% | +645.7% | +601.1% |
| 5Y | +182.4% | -84.1% | +266.4% | +188.8% |
| All | +235.4% | -82.7% | +318.0% | +254.1% |
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