+48.9%
ASTS vs EQX
+42.9%
+5.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +1.4% |
| 7D | +7.3% | -1.4% | +8.7% | +8.1% |
| 30D | -8.9% | +24.4% | -33.3% | -18.4% |
| 3M | -41.9% | +11.6% | -53.5% | -45.7% |
| 6M | -40.6% | -25.0% | -15.6% | -35.1% |
| YTD | -14.2% | -8.4% | -5.8% | -14.5% |
| 1Y | +48.9% | +43.4% | +5.4% | +61.8% |
| All | +48.9% | +42.9% | +5.9% | +61.8% |
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