-49.2%
ASTS vs EME
-3.1%
-46.1%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.6% | +5.5% | +4.3% |
| 7D | -15.8% | -5.8% | -10.0% | -11.8% |
| 30D | -39.0% | -17.9% | -21.1% | -27.6% |
| 3M | -49.3% | -22.0% | -27.3% | -37.1% |
| 6M | -47.9% | -29.7% | -18.2% | -27.4% |
| YTD | -51.0% | +4.7% | -55.7% | -67.4% |
| 1Y | -49.2% | -2.1% | -47.0% | -60.9% |
| All | -49.2% | -3.1% | -46.1% | -60.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 1y: compounded portfolio wealth divided by compounded EME 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…
1y analysis · Full analysis span regression · 6 months rolling