+233.7%
ASTS vs EQH
+208.9%
+24.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.8% | -6.4% | -5.9% |
| 7D | +0.8% | +6.5% | -5.7% | -1.7% |
| 30D | -22.6% | +6.1% | -28.7% | -24.3% |
| 3M | -54.4% | +6.2% | -60.7% | -55.5% |
| 6M | -56.4% | +38.1% | -94.5% | -62.2% |
| YTD | -55.1% | +20.2% | -75.3% | -58.8% |
| 1Y | -46.9% | +27.6% | -74.5% | -52.3% |
| 3Y | +715.0% | +128.8% | +586.2% | +503.8% |
| 5Y | +153.7% | +83.1% | +70.5% | +97.8% |
| All | +233.7% | +208.9% | +24.8% | +156.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling