+537.8%
ASTS vs EQH
+191.6%
+346.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.8% |
| 7D | +7.3% | +5.5% | +1.8% | +5.0% |
| 30D | -8.9% | +3.2% | -12.1% | -10.3% |
| 3M | -41.9% | +32.5% | -74.5% | -48.9% |
| 6M | -40.6% | +33.7% | -74.3% | -48.1% |
| YTD | -14.2% | +13.4% | -27.7% | -19.6% |
| 1Y | +48.9% | +0.6% | +48.3% | +46.9% |
| 3Y | +1,461.7% | +95.1% | +1,366.5% | +1,124.3% |
| 5Y | +404.1% | +92.7% | +311.5% | +298.0% |
| All | +537.8% | +191.6% | +346.2% | +401.5% |
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