+576.8%
ASTS vs EQIX
+109.9%
+466.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.5% | +5.6% | +5.8% |
| 7D | +18.5% | +1.3% | +17.2% | +17.6% |
| 30D | -8.1% | +0.3% | -8.4% | -8.3% |
| 3M | -28.2% | -1.6% | -26.6% | -28.0% |
| 6M | -26.1% | +12.2% | -38.3% | -30.5% |
| YTD | -9.0% | +38.0% | -46.9% | -24.7% |
| 1Y | +62.2% | +38.9% | +23.3% | +34.3% |
| 3Y | +1,621.9% | +43.8% | +1,578.1% | +1,286.0% |
| 5Y | +457.0% | +30.4% | +426.7% | +341.2% |
| All | +576.8% | +109.9% | +466.8% | +412.4% |
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