+149.3%
ASTS vs ETHA
-42.9%
+192.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.2% | -2.6% | -4.5% |
| 7D | +14.2% | -10.3% | +24.5% | +19.0% |
| 30D | -26.7% | -19.7% | -7.0% | -20.0% |
| 3M | -53.6% | +7.2% | -60.8% | -55.2% |
| 6M | -52.7% | -11.9% | -40.8% | -51.0% |
| YTD | -52.5% | -32.3% | -20.2% | -46.3% |
| 1Y | -46.5% | -41.1% | -5.4% | -36.8% |
| All | +149.3% | -42.9% | +192.2% | +161.9% |
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