+160.4%
ASTS vs EQX
+24.7%
+135.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.3% | -5.2% | -5.4% |
| 7D | +0.8% | -10.5% | +11.3% | +4.0% |
| 30D | -22.6% | +0.2% | -22.8% | -22.9% |
| 3M | -54.4% | -7.9% | -46.5% | -53.6% |
| 6M | -56.4% | -28.6% | -27.8% | -53.3% |
| YTD | -55.1% | -26.3% | -28.9% | -52.3% |
| 1Y | -46.9% | -20.2% | -26.7% | -44.2% |
| 3Y | +715.0% | +131.1% | +583.9% | +587.5% |
| All | +160.4% | +24.7% | +135.6% | +145.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling