+513.2%
ASTS vs EQT
+461.1%
+52.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EQT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +0.6% | -4.6% | -4.1% |
| 7D | -3.6% | -1.2% | -2.4% | -3.4% |
| 30D | -16.4% | +1.1% | -17.4% | -16.6% |
| 3M | -31.4% | +4.8% | -36.2% | -32.3% |
| 6M | -31.6% | -10.6% | -21.0% | -30.3% |
| YTD | -17.5% | +3.4% | -21.0% | -18.8% |
| 1Y | +59.4% | +8.7% | +50.7% | +55.1% |
| 3Y | +1,460.2% | +35.0% | +1,425.2% | +1,353.8% |
| 5Y | +413.4% | +204.2% | +209.1% | +350.4% |
| All | +513.2% | +461.1% | +52.2% | +445.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQT.
Daily Out/Under-Performance
Portfolio return minus EQT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQT 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EQT 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling