+277.6%
ASTS vs EMR
+179.5%
+98.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +4.4% | +9.7% | +11.7% |
| 7D | +1.5% | +2.1% | -0.6% | +0.9% |
| 30D | -27.6% | +4.8% | -32.4% | -28.9% |
| 3M | -48.7% | +7.5% | -56.2% | -50.4% |
| 6M | -50.8% | +20.9% | -71.7% | -55.2% |
| YTD | -49.2% | +29.2% | -78.4% | -54.6% |
| 1Y | -46.7% | +33.0% | -79.7% | -52.6% |
| 3Y | +793.2% | +109.8% | +683.5% | +586.9% |
| 5Y | +195.6% | +91.9% | +103.6% | +130.8% |
| All | +277.6% | +179.5% | +98.1% | +189.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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