+277.6%
ASTS vs EEM
+66.3%
+211.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +10.9% |
| 7D | +1.5% | -0.1% | +1.7% | +2.7% |
| 30D | -27.6% | -8.6% | -19.0% | -18.9% |
| 3M | -48.7% | -7.0% | -41.7% | -43.4% |
| 6M | -50.8% | -9.7% | -41.1% | -43.1% |
| YTD | -49.2% | +12.1% | -61.3% | -52.3% |
| 1Y | -46.7% | +14.1% | -60.8% | -50.4% |
| 3Y | +793.2% | +72.1% | +721.1% | +505.7% |
| 5Y | +195.6% | +34.1% | +161.5% | +129.5% |
| All | +277.6% | +66.3% | +211.3% | +195.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EEM.
Daily Out/Under-Performance
Portfolio return minus EEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EEM 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 EEM 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