+174.0%
ASTS vs EME
+358.3%
-184.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +2.2% | +4.8% | +5.5% |
| 7D | -21.1% | -10.5% | -10.6% | -14.4% |
| 30D | -46.7% | -22.4% | -24.3% | -35.9% |
| 3M | -52.0% | -24.7% | -27.3% | -41.1% |
| 6M | -54.3% | -35.5% | -18.8% | -38.0% |
| YTD | -55.5% | -0.3% | -55.2% | -55.6% |
| 1Y | -50.5% | -6.7% | -43.7% | -47.8% |
| 3Y | +706.2% | +190.6% | +515.6% | +226.1% |
| All | +174.0% | +358.3% | -184.3% | -36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling