+253.1%
ASTS vs EMR
+175.2%
+77.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.1% | -5.7% | -5.7% |
| 7D | +14.2% | +2.7% | +11.6% | +12.9% |
| 30D | -26.7% | +2.1% | -28.8% | -27.0% |
| 3M | -53.6% | +2.3% | -55.8% | -53.8% |
| 6M | -52.7% | +22.5% | -75.2% | -57.2% |
| YTD | -52.5% | +27.2% | -79.7% | -57.2% |
| 1Y | -46.5% | +28.0% | -74.5% | -51.6% |
| 3Y | +700.5% | +103.4% | +597.0% | +523.8% |
| 5Y | +168.5% | +88.2% | +80.3% | +111.6% |
| All | +253.1% | +175.2% | +77.9% | +173.2% |
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