+233.7%
ASTS vs EMB
+12.5%
+221.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.2% | -5.3% | -5.2% |
| 7D | +0.8% | -0.9% | +1.7% | +2.3% |
| 30D | -22.6% | +0.4% | -23.0% | -22.7% |
| 3M | -54.4% | -3.1% | -51.3% | -52.3% |
| 6M | -56.4% | -2.1% | -54.4% | -54.7% |
| YTD | -55.1% | -1.1% | -54.0% | -53.6% |
| 1Y | -46.9% | -0.1% | -46.9% | -45.7% |
| 3Y | +715.0% | +29.6% | +685.4% | +555.1% |
| 5Y | +153.7% | +7.2% | +146.5% | +122.4% |
| All | +233.7% | +12.5% | +221.2% | +192.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 10y: compounded portfolio wealth divided by compounded EMB 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…
10y analysis · Full analysis span regression · 6 months rolling