+168.5%
ASTS vs EQH
+82.5%
+86.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.4% | -5.4% | -5.4% |
| 7D | +14.2% | +5.1% | +9.1% | +10.0% |
| 30D | -26.7% | +4.7% | -31.4% | -29.0% |
| 3M | -53.6% | +7.2% | -60.8% | -56.0% |
| 6M | -52.7% | +38.9% | -91.6% | -64.4% |
| YTD | -52.5% | +19.2% | -71.7% | -59.9% |
| 1Y | -46.5% | +25.5% | -72.0% | -56.5% |
| 3Y | +700.5% | +125.2% | +575.3% | +265.2% |
| 5Y | +168.5% | +81.6% | +86.9% | +40.4% |
| All | +168.5% | +82.5% | +86.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling