+538.9%
ASTS vs EQNR
+278.0%
+260.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EQNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +4.2% | -9.8% | -5.9% |
| 7D | 0.0% | +3.8% | -3.8% | -0.3% |
| 30D | -9.2% | +11.4% | -20.6% | -10.1% |
| 3M | -29.6% | +24.8% | -54.4% | -31.3% |
| 6M | -30.5% | +42.3% | -72.7% | -33.4% |
| YTD | -14.1% | +97.9% | -111.9% | -20.7% |
| 1Y | +69.1% | +95.9% | -26.8% | +56.1% |
| 3Y | +1,525.5% | +77.3% | +1,448.2% | +1,398.9% |
| 5Y | +425.9% | +195.3% | +230.6% | +375.3% |
| All | +538.9% | +278.0% | +260.9% | +465.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling