+537.8%
ASTS vs EQIX
+108.9%
+428.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.5% |
| 7D | +7.3% | -0.8% | +8.1% | +7.8% |
| 30D | -8.9% | -1.4% | -7.4% | -8.2% |
| 3M | -41.9% | -4.4% | -37.5% | -40.8% |
| 6M | -40.6% | +7.9% | -48.5% | -42.9% |
| YTD | -14.2% | +37.3% | -51.5% | -28.8% |
| 1Y | +48.9% | +37.8% | +11.1% | +23.8% |
| 3Y | +1,461.7% | +42.0% | +1,419.7% | +1,165.4% |
| 5Y | +404.1% | +29.6% | +374.5% | +300.3% |
| All | +537.8% | +108.9% | +428.9% | +384.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling