-30.5%
ASTS vs EQNR
+36.6%
-67.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.2% | -9.8% | -4.7% |
| 7D | 0.0% | +3.8% | -3.8% | +0.8% |
| 30D | -9.2% | +11.4% | -20.6% | -7.3% |
| 3M | -29.6% | +24.8% | -54.4% | -26.5% |
| 6M | -30.5% | +42.3% | -72.7% | -30.6% |
| All | -30.5% | +36.6% | -67.0% | -30.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling