+253.1%
ASTS vs EMB
+12.7%
+240.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.8% | -5.0% | -4.8% |
| 7D | +14.2% | -0.7% | +14.9% | +15.5% |
| 30D | -26.7% | +0.5% | -27.2% | -26.9% |
| 3M | -53.6% | -2.5% | -51.1% | -51.8% |
| 6M | -52.7% | -2.0% | -50.7% | -50.9% |
| YTD | -52.5% | -0.9% | -51.6% | -51.1% |
| 1Y | -46.5% | -0.3% | -46.2% | -45.2% |
| 3Y | +700.5% | +29.2% | +671.3% | +544.8% |
| 5Y | +168.5% | +7.4% | +161.0% | +134.6% |
| All | +253.1% | +12.7% | +240.4% | +208.1% |
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