+274.8%
ASTS vs EQIX
+115.4%
+159.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.7% | +7.0% | +7.7% |
| 7D | +2.8% | +1.3% | +1.5% | +2.8% |
| 30D | -28.8% | +3.4% | -32.3% | -29.5% |
| 3M | -48.9% | +3.9% | -52.8% | -49.4% |
| 6M | -55.6% | -0.7% | -54.9% | -55.2% |
| YTD | -49.6% | +41.5% | -91.1% | -58.4% |
| 1Y | -46.1% | +32.9% | -78.9% | -53.8% |
| 3Y | +749.7% | +48.3% | +701.3% | +578.4% |
| 5Y | +193.2% | +52.3% | +140.9% | +124.7% |
| All | +274.8% | +115.4% | +159.5% | +182.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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