+350.2%
ASTS vs ETHA
-30.3%
+380.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETHA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +2.9% | +1.3% |
| 7D | +7.3% | +0.8% | +6.5% | +6.9% |
| 30D | -8.9% | +27.9% | -36.8% | -17.8% |
| 3M | -41.9% | +38.3% | -80.2% | -49.1% |
| 6M | -40.6% | +14.0% | -54.6% | -44.2% |
| YTD | -14.2% | -17.4% | +3.2% | -10.3% |
| 1Y | +48.9% | -42.7% | +91.5% | +72.4% |
| All | +350.2% | -30.3% | +380.6% | +337.6% |
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