+762.5%
ASTS vs EEM
+71.8%
+690.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -3.2% |
| 7D | +14.2% | +5.3% | +8.9% | +5.2% |
| 30D | -26.7% | -7.0% | -19.7% | -14.9% |
| 3M | -53.6% | -8.0% | -45.6% | -44.9% |
| 6M | -52.7% | -6.6% | -46.1% | -45.2% |
| YTD | -52.5% | +12.3% | -64.8% | -60.5% |
| 1Y | -46.5% | +12.2% | -58.7% | -55.0% |
| All | +762.5% | +71.8% | +690.7% | +326.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling