+815.5%
ASTS vs EVRG
+103.1%
+712.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | -0.1% | +8.8% | +8.7% |
| 7D | +2.8% | +2.5% | +0.3% | +3.2% |
| 30D | -28.8% | +8.4% | -37.2% | -28.1% |
| 3M | -48.9% | +8.6% | -57.5% | -48.3% |
| 6M | -55.6% | +7.7% | -63.3% | -55.3% |
| YTD | -49.6% | +25.0% | -74.5% | -49.0% |
| 1Y | -46.1% | +18.7% | -64.8% | -45.3% |
| All | +815.5% | +103.1% | +712.4% | +948.3% |
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