+576.8%
ASTS vs EMR
+150.9%
+425.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.4% | +6.6% | +6.3% |
| 7D | +18.5% | +3.1% | +15.4% | +16.6% |
| 30D | -8.1% | -3.5% | -4.6% | -6.2% |
| 3M | -28.2% | +9.8% | -38.0% | -31.7% |
| 6M | -26.1% | +10.8% | -36.9% | -29.6% |
| YTD | -9.0% | +15.9% | -24.9% | -14.3% |
| 1Y | +62.2% | +16.4% | +45.7% | +53.6% |
| 3Y | +1,621.9% | +62.1% | +1,559.8% | +1,359.1% |
| 5Y | +457.0% | +62.9% | +394.1% | +360.6% |
| All | +576.8% | +150.9% | +425.9% | +447.1% |
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