+174.0%
ASTS vs EEM
+30.1%
+143.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +3.2% |
| 7D | -21.1% | -2.8% | -18.3% | -16.4% |
| 30D | -46.7% | -11.9% | -34.8% | -32.8% |
| 3M | -52.0% | -8.8% | -43.3% | -42.8% |
| 6M | -54.3% | -11.6% | -42.6% | -41.6% |
| YTD | -55.5% | +9.0% | -64.5% | -60.6% |
| 1Y | -50.5% | +10.6% | -61.0% | -56.8% |
| 3Y | +706.2% | +64.4% | +641.9% | +278.0% |
| All | +174.0% | +30.1% | +143.9% | +106.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling