-49.2%
ASTS vs ETHA
-31.0%
-18.2%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +5.7% | -9.8% | -7.5% |
| 7D | -15.8% | +2.1% | -17.9% | -17.1% |
| 30D | -39.0% | -10.7% | -28.4% | -34.9% |
| 3M | -49.3% | +29.0% | -78.3% | -57.7% |
| 6M | -47.9% | +2.7% | -50.6% | -49.7% |
| YTD | -51.0% | -18.7% | -32.3% | -44.4% |
| 1Y | -49.2% | -24.8% | -24.3% | -39.4% |
| All | -49.2% | -31.0% | -18.2% | -39.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ETHA.
Daily Out/Under-Performance
Portfolio return minus ETHA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETHA 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 ETHA 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