+174.0%
ASTS vs EMR
+80.8%
+93.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.2% | +7.2% | +7.2% |
| 7D | -21.1% | -1.6% | -19.5% | -19.6% |
| 30D | -46.7% | +2.0% | -48.7% | -47.4% |
| 3M | -52.0% | +3.8% | -55.8% | -53.4% |
| 6M | -54.3% | +10.5% | -64.8% | -58.2% |
| YTD | -55.5% | +23.7% | -79.2% | -62.9% |
| 1Y | -50.5% | +25.4% | -75.9% | -58.7% |
| 3Y | +706.2% | +86.6% | +619.7% | +392.3% |
| All | +174.0% | +80.8% | +93.2% | +67.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling