+537.8%
ASTS vs EEM
+87.2%
+450.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.8% | -1.5% | -1.7% |
| 7D | +7.3% | +2.3% | +5.0% | +4.7% |
| 30D | -8.9% | +4.5% | -13.4% | -12.8% |
| 3M | -41.9% | -0.1% | -41.9% | -41.1% |
| 6M | -40.6% | +16.9% | -57.5% | -48.0% |
| YTD | -14.2% | +26.2% | -40.4% | -30.3% |
| 1Y | +48.9% | +40.5% | +8.3% | +10.5% |
| 3Y | +1,461.7% | +86.2% | +1,375.5% | +846.3% |
| 5Y | +404.1% | +45.5% | +358.7% | +241.4% |
| All | +537.8% | +87.2% | +450.6% | +331.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling