+230.9%
ASTS vs EEM
+61.7%
+169.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +4.6% |
| 7D | -21.1% | -2.8% | -18.3% | -18.0% |
| 30D | -46.7% | -11.9% | -34.8% | -38.0% |
| 3M | -52.0% | -8.8% | -43.3% | -46.0% |
| 6M | -54.3% | -11.6% | -42.6% | -45.7% |
| YTD | -55.5% | +9.0% | -64.5% | -56.9% |
| 1Y | -50.5% | +10.6% | -61.0% | -52.4% |
| 3Y | +706.2% | +64.4% | +641.9% | +470.0% |
| 5Y | +165.2% | +31.0% | +134.2% | +111.6% |
| All | +230.9% | +61.7% | +169.2% | +166.3% |
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 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