+160.4%
ASTS vs EVRG
+66.7%
+93.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EVRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.6% | -6.1% | -5.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.6% |
| 30D | -22.6% | +7.4% | -30.0% | -23.6% |
| 3M | -54.4% | +7.2% | -61.6% | -55.0% |
| 6M | -56.4% | +9.5% | -65.9% | -57.3% |
| YTD | -55.1% | +25.6% | -80.7% | -57.5% |
| 1Y | -46.9% | +20.4% | -67.3% | -49.3% |
| 3Y | +715.0% | +108.8% | +606.2% | +558.6% |
| All | +160.4% | +66.7% | +93.7% | +140.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling