+1,505.9%
ASTS vs EVRG
+71.9%
+1,434.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.3% |
| 7D | +7.3% | +1.1% | +6.2% | +7.3% |
| 30D | -8.9% | -1.0% | -7.9% | -8.8% |
| 3M | -41.9% | +0.4% | -42.3% | -42.2% |
| 6M | -40.6% | -0.8% | -39.8% | -40.7% |
| YTD | -14.2% | +15.3% | -29.5% | -16.3% |
| 1Y | +48.9% | +17.9% | +31.0% | +44.6% |
| All | +1,505.9% | +71.9% | +1,434.0% | +1,308.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling