+168.5%
ASTS vs EEM
+32.6%
+135.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.5% | -4.3% | -3.2% |
| 7D | +14.2% | +5.3% | +8.9% | +5.5% |
| 30D | -26.7% | -7.0% | -19.7% | -15.1% |
| 3M | -53.6% | -8.0% | -45.6% | -45.1% |
| 6M | -52.7% | -6.6% | -46.1% | -45.2% |
| YTD | -52.5% | +12.3% | -64.8% | -59.8% |
| 1Y | -46.5% | +12.2% | -58.7% | -54.0% |
| 3Y | +700.5% | +71.2% | +629.2% | +253.5% |
| 5Y | +168.5% | +32.2% | +136.2% | +89.7% |
| All | +168.5% | +32.6% | +135.9% | +89.7% |
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