+576.8%
ASTS vs EME
+796.0%
-219.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.5% | +3.6% | +4.9% |
| 7D | +18.5% | +5.2% | +13.3% | +15.7% |
| 30D | -8.1% | -5.4% | -2.7% | -5.5% |
| 3M | -28.2% | -6.1% | -22.1% | -26.5% |
| 6M | -26.1% | +9.7% | -35.8% | -29.4% |
| YTD | -9.0% | +26.6% | -35.5% | -17.9% |
| 1Y | +62.2% | +24.6% | +37.5% | +48.2% |
| 3Y | +1,621.9% | +249.6% | +1,372.3% | +959.7% |
| 5Y | +457.0% | +556.6% | -99.5% | +183.9% |
| All | +576.8% | +796.0% | -219.2% | +240.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling