+174.0%
ASTS vs EOSE
-84.9%
+258.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -7.4% | +14.5% | +8.8% |
| 7D | -21.1% | -7.9% | -13.2% | -19.7% |
| 30D | -46.7% | -43.9% | -2.8% | -39.2% |
| 3M | -52.0% | -55.8% | +3.8% | -42.4% |
| 6M | -54.3% | -73.4% | +19.1% | -38.5% |
| YTD | -55.5% | -84.8% | +29.3% | -35.3% |
| 1Y | -50.5% | -88.6% | +38.1% | -24.0% |
| 3Y | +706.2% | -2.8% | +709.0% | +670.0% |
| All | +174.0% | -84.9% | +258.9% | +271.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling