+166.5%
ASTS vs ETHA
-39.8%
+206.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -4.5% | +18.6% | +15.9% |
| 7D | +1.5% | -5.3% | +6.8% | +3.6% |
| 30D | -27.6% | -14.2% | -13.5% | -23.1% |
| 3M | -48.7% | +10.7% | -59.4% | -51.2% |
| 6M | -50.8% | -8.4% | -42.5% | -49.8% |
| YTD | -49.2% | -28.6% | -20.6% | -43.9% |
| 1Y | -46.7% | -38.8% | -7.9% | -38.2% |
| All | +166.5% | -39.8% | +206.3% | +173.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling