+576.8%
ASTS vs EWJ
+92.1%
+484.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.3% | +6.4% | +6.5% |
| 7D | +18.5% | +2.9% | +15.6% | +14.7% |
| 30D | -8.1% | +1.1% | -9.2% | -9.0% |
| 3M | -28.2% | +7.1% | -35.3% | -32.9% |
| 6M | -26.1% | +16.2% | -42.3% | -36.0% |
| YTD | -9.0% | +22.0% | -31.0% | -25.1% |
| 1Y | +62.2% | +26.2% | +36.0% | +29.9% |
| 3Y | +1,621.9% | +73.5% | +1,548.4% | +917.5% |
| 5Y | +457.0% | +52.7% | +404.3% | +237.4% |
| All | +576.8% | +92.1% | +484.7% | +299.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWJ.
Daily Out/Under-Performance
Portfolio return minus EWJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWJ 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 EWJ 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