+425.9%
ASTS vs EQH
+93.8%
+332.1%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +0.1% | -5.7% | -5.7% |
| 7D | 0.0% | +1.1% | -1.1% | -1.1% |
| 30D | -9.2% | -1.1% | -8.1% | -8.7% |
| 3M | -29.6% | +25.0% | -54.7% | -42.5% |
| 6M | -30.5% | +33.9% | -64.3% | -47.2% |
| YTD | -14.1% | +11.6% | -25.6% | -23.9% |
| 1Y | +69.1% | +1.5% | +67.6% | +62.6% |
| 3Y | +1,525.5% | +96.7% | +1,428.8% | +727.9% |
| 5Y | +425.9% | +93.9% | +332.0% | +161.9% |
| All | +425.9% | +93.8% | +332.1% | +161.9% |
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 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