+513.2%
ASTS vs EQX
+88.5%
+424.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.1% | +1.0% | -3.1% |
| 7D | -3.6% | -7.0% | +3.4% | -2.3% |
| 30D | -16.4% | +4.8% | -21.2% | -17.2% |
| 3M | -31.4% | +25.6% | -57.0% | -34.2% |
| 6M | -31.6% | -25.8% | -5.7% | -28.7% |
| YTD | -17.5% | -12.7% | -4.8% | -16.2% |
| 1Y | +59.4% | +14.1% | +45.4% | +56.6% |
| 3Y | +1,460.2% | +165.7% | +1,294.4% | +1,253.3% |
| 5Y | +413.4% | +81.2% | +332.1% | +339.8% |
| All | +513.2% | +88.5% | +424.7% | +411.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling