+277.6%
ASTS vs EVRG
+80.2%
+197.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +0.5% | +13.6% | +14.1% |
| 7D | +1.5% | +1.7% | -0.1% | +1.4% |
| 30D | -27.6% | +8.7% | -36.3% | -28.2% |
| 3M | -48.7% | +6.4% | -55.1% | -49.0% |
| 6M | -50.8% | +9.4% | -60.2% | -51.3% |
| YTD | -49.2% | +24.5% | -73.7% | -50.4% |
| 1Y | -46.7% | +20.5% | -67.1% | -47.8% |
| 3Y | +793.2% | +101.6% | +691.6% | +724.3% |
| 5Y | +195.6% | +67.5% | +128.1% | +178.9% |
| All | +277.6% | +80.2% | +197.4% | +252.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling