+706.2%
ASTS vs EOSE
-16.7%
+723.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.4% | +14.5% | +9.5% |
| 7D | -21.1% | -7.9% | -13.2% | -19.2% |
| 30D | -46.7% | -43.9% | -2.8% | -36.4% |
| 3M | -52.0% | -55.8% | +3.8% | -38.7% |
| 6M | -54.3% | -73.4% | +19.1% | -32.0% |
| YTD | -55.5% | -84.8% | +29.3% | -26.8% |
| 1Y | -50.5% | -88.6% | +38.1% | -12.5% |
| 3Y | +706.2% | -2.8% | +709.0% | +710.5% |
| All | +706.2% | -16.7% | +723.0% | +710.5% |
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