+209.1%
ASTS vs EMB
+12.4%
+196.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -14.5% |
| 7D | -29.9% | -0.3% | -29.6% | -29.5% |
| 30D | -52.2% | +1.1% | -53.3% | -52.8% |
| 3M | -55.8% | -2.9% | -52.9% | -53.9% |
| 6M | -52.7% | -2.1% | -50.7% | -50.8% |
| YTD | -58.4% | -1.1% | -57.3% | -57.1% |
| 1Y | -57.1% | +0.3% | -57.4% | -56.4% |
| 3Y | +629.5% | +27.7% | +601.7% | +493.5% |
| 5Y | +147.7% | +6.0% | +141.8% | +117.5% |
| All | +209.1% | +12.4% | +196.7% | +170.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling