+1,539.7%
ASTS vs EOSE
+40.6%
+1,499.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +10.9% | -10.6% | -3.1% |
| 7D | +7.3% | +19.0% | -11.7% | +1.3% |
| 30D | -8.9% | +1.6% | -10.4% | -9.5% |
| 3M | -41.9% | -52.0% | +10.1% | -28.1% |
| 6M | -40.6% | -42.5% | +1.9% | -31.5% |
| YTD | -14.2% | -66.1% | +51.9% | +11.2% |
| 1Y | +48.9% | -47.1% | +96.0% | +73.5% |
| All | +1,539.7% | +40.6% | +1,499.2% | +1,110.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling