+133.6%
ASTS vs ETHA
-36.9%
+170.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.9% | +7.9% | +7.4% |
| 7D | -21.1% | -0.2% | -20.9% | -20.9% |
| 30D | -46.7% | -13.4% | -33.3% | -43.4% |
| 3M | -52.0% | +16.5% | -68.5% | -55.1% |
| 6M | -54.3% | -5.3% | -48.9% | -53.7% |
| YTD | -55.5% | -25.2% | -30.3% | -51.6% |
| 1Y | -50.5% | -32.9% | -17.6% | -44.2% |
| All | +133.6% | -36.9% | +170.5% | +136.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling