+377.7%
ASTS vs ETHA
-29.6%
+407.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.1% | +5.0% | +5.7% |
| 7D | +18.5% | +2.7% | +15.8% | +17.1% |
| 30D | -8.1% | +29.4% | -37.5% | -17.5% |
| 3M | -28.2% | +47.2% | -75.3% | -38.6% |
| 6M | -26.1% | +25.4% | -51.5% | -33.0% |
| YTD | -9.0% | -16.5% | +7.6% | -5.2% |
| 1Y | +62.2% | -42.3% | +104.5% | +87.3% |
| All | +377.7% | -29.6% | +407.3% | +362.5% |
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