+762.5%
ASTS vs EME
+217.7%
+544.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.4% |
| 7D | +14.2% | +11.3% | +2.9% | +6.9% |
| 30D | -26.7% | -14.6% | -12.1% | -18.1% |
| 3M | -53.6% | -20.4% | -33.1% | -45.9% |
| 6M | -52.7% | -28.3% | -24.4% | -41.6% |
| YTD | -52.5% | +8.6% | -61.1% | -54.5% |
| 1Y | -46.5% | +3.2% | -49.7% | -46.8% |
| All | +762.5% | +217.7% | +544.8% | +426.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling