+512.7%
ASTS vs EQH
+193.7%
+319.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.7% |
| 7D | -3.9% | +0.7% | -4.6% | -4.3% |
| 30D | -19.4% | +2.8% | -22.3% | -20.5% |
| 3M | -38.6% | +23.1% | -61.7% | -44.3% |
| 6M | -32.1% | +41.4% | -73.5% | -42.1% |
| YTD | -17.6% | +14.3% | -31.8% | -23.0% |
| 1Y | +56.0% | +1.6% | +54.4% | +53.1% |
| 3Y | +1,438.8% | +102.7% | +1,336.1% | +1,090.1% |
| 5Y | +412.9% | +104.5% | +308.4% | +301.9% |
| All | +512.7% | +193.7% | +319.0% | +379.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQH.
Daily Out/Under-Performance
Portfolio return minus EQH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQH 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 EQH 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