+209.1%
ASTS vs EMR
+168.1%
+41.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.6% | -10.6% | -12.7% |
| 7D | -29.9% | -4.8% | -25.1% | -27.8% |
| 30D | -52.2% | +0.7% | -52.9% | -52.2% |
| 3M | -55.8% | +0.4% | -56.3% | -55.8% |
| 6M | -52.7% | +18.4% | -71.1% | -56.4% |
| YTD | -58.4% | +23.9% | -82.3% | -62.1% |
| 1Y | -57.1% | +24.7% | -81.8% | -60.7% |
| 3Y | +629.5% | +86.4% | +543.1% | +485.4% |
| 5Y | +147.7% | +83.3% | +64.4% | +97.5% |
| All | +209.1% | +168.1% | +41.0% | +142.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling