+537.8%
ASTS vs EME
+773.9%
-236.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.5% |
| 7D | +7.3% | +1.9% | +5.4% | +6.3% |
| 30D | -8.9% | -8.3% | -0.6% | -5.0% |
| 3M | -41.9% | -10.7% | -31.2% | -39.0% |
| 6M | -40.6% | +1.9% | -42.5% | -41.2% |
| YTD | -14.2% | +23.5% | -37.7% | -21.7% |
| 1Y | +48.9% | +18.0% | +30.9% | +39.2% |
| 3Y | +1,461.7% | +236.1% | +1,225.5% | +876.8% |
| 5Y | +404.1% | +527.9% | -123.8% | +160.4% |
| All | +537.8% | +773.9% | -236.2% | +224.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling