+512.7%
ASTS vs EQNR
+274.4%
+238.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | 0.0% |
| 7D | -3.9% | +6.4% | -10.4% | -4.4% |
| 30D | -19.4% | +10.4% | -29.8% | -20.2% |
| 3M | -38.6% | +23.1% | -61.7% | -40.0% |
| 6M | -32.1% | +36.3% | -68.4% | -34.7% |
| YTD | -17.6% | +96.0% | -113.6% | -23.9% |
| 1Y | +56.0% | +94.2% | -38.2% | +44.1% |
| 3Y | +1,438.8% | +75.3% | +1,363.6% | +1,320.3% |
| 5Y | +412.9% | +187.2% | +225.7% | +364.4% |
| All | +512.7% | +274.4% | +238.3% | +442.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EQNR.
Daily Out/Under-Performance
Portfolio return minus EQNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQNR 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 EQNR 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