-49.2%
ASTS vs EVRG
+15.1%
-64.3%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -3.7% |
| 7D | -15.8% | +2.3% | -18.1% | -14.9% |
| 30D | -39.0% | +9.0% | -48.1% | -37.1% |
| 3M | -49.3% | +3.7% | -53.0% | -48.4% |
| 6M | -47.9% | +6.8% | -54.7% | -46.9% |
| YTD | -51.0% | +21.9% | -72.9% | -47.9% |
| 1Y | -49.2% | +15.8% | -65.0% | -45.0% |
| All | -49.2% | +15.1% | -64.3% | -45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EVRG.
Daily Out/Under-Performance
Portfolio return minus EVRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EVRG 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 1y: compounded portfolio wealth divided by compounded EVRG 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…
1y analysis · Full analysis span regression · 6 months rolling