+1,440.1%
ASTS vs EQNR
+74.0%
+1,366.1%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -0.3% | -3.8% | -4.0% |
| 7D | -3.6% | +5.7% | -9.3% | -4.1% |
| 30D | -16.4% | +11.3% | -27.6% | -17.3% |
| 3M | -31.4% | +21.5% | -52.9% | -33.1% |
| 6M | -31.6% | +41.8% | -73.4% | -36.4% |
| YTD | -17.5% | +97.3% | -114.8% | -29.1% |
| 1Y | +59.4% | +89.9% | -30.5% | +38.0% |
| All | +1,440.1% | +74.0% | +1,366.1% | +1,228.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling