+135.5%
ASTS vs ETHA
-44.8%
+180.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.3% | -2.2% | -4.2% |
| 7D | +0.8% | -12.5% | +13.4% | +6.2% |
| 30D | -22.6% | -19.8% | -2.8% | -15.5% |
| 3M | -54.4% | +3.1% | -57.5% | -55.3% |
| 6M | -56.4% | -13.8% | -42.6% | -54.4% |
| YTD | -55.1% | -34.6% | -20.5% | -48.6% |
| 1Y | -46.9% | -38.7% | -8.2% | -37.8% |
| All | +135.5% | -44.8% | +180.4% | +150.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling