+715.0%
ASTS vs EQIX
+47.7%
+667.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -1.8% | -3.7% | -4.5% |
| 7D | +0.8% | +4.1% | -3.2% | -1.0% |
| 30D | -22.6% | +5.8% | -28.5% | -24.2% |
| 3M | -54.4% | -1.4% | -53.0% | -53.7% |
| 6M | -56.4% | -1.2% | -55.2% | -56.0% |
| YTD | -55.1% | +39.6% | -94.8% | -61.6% |
| 1Y | -46.9% | +36.8% | -83.8% | -54.0% |
| 3Y | +715.0% | +47.3% | +667.7% | +796.1% |
| All | +715.0% | +47.7% | +667.3% | +796.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling