+537.8%
ASTS vs EMR
+152.0%
+385.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -0.6% |
| 7D | +7.3% | -1.5% | +8.9% | +8.3% |
| 30D | -8.9% | -5.6% | -3.3% | -6.0% |
| 3M | -41.9% | +7.9% | -49.9% | -44.2% |
| 6M | -40.6% | +6.0% | -46.6% | -42.1% |
| YTD | -14.2% | +16.4% | -30.7% | -19.4% |
| 1Y | +48.9% | +16.6% | +32.2% | +40.9% |
| 3Y | +1,461.7% | +62.9% | +1,398.8% | +1,220.3% |
| 5Y | +404.1% | +60.1% | +344.0% | +316.9% |
| All | +537.8% | +152.0% | +385.8% | +414.4% |
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