+230.9%
ASTS vs EQIX
+104.2%
+126.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +1.5% | +5.5% | +6.2% |
| 7D | -21.1% | -0.1% | -21.0% | -20.7% |
| 30D | -46.7% | -1.8% | -44.8% | -45.8% |
| 3M | -52.0% | -3.4% | -48.7% | -50.7% |
| 6M | -54.3% | -6.0% | -48.2% | -52.4% |
| YTD | -55.5% | +34.2% | -89.7% | -62.3% |
| 1Y | -50.5% | +26.2% | -76.7% | -56.5% |
| 3Y | +706.2% | +41.7% | +664.6% | +558.7% |
| 5Y | +165.2% | +43.1% | +122.1% | +109.3% |
| All | +230.9% | +104.2% | +126.7% | +156.4% |
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 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