-49.2%
ASTS vs EQX
+7.1%
-56.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +12.8% | -16.9% | -10.4% |
| 7D | -15.8% | +7.6% | -23.4% | -19.6% |
| 30D | -39.0% | +0.4% | -39.5% | -39.6% |
| 3M | -49.3% | +18.0% | -67.3% | -54.7% |
| 6M | -47.9% | -18.4% | -29.6% | -44.8% |
| YTD | -51.0% | -19.3% | -31.6% | -49.5% |
| 1Y | -49.2% | +9.2% | -58.4% | -51.4% |
| All | -49.2% | +7.1% | -56.2% | -51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 1y: compounded portfolio wealth divided by compounded EQX 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…
1y analysis · Full analysis span regression · 6 months rolling