+762.5%
ASTS vs EWJ
+65.9%
+696.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.1% | -4.7% |
| 7D | +14.2% | +3.6% | +10.6% | +9.2% |
| 30D | -26.7% | -6.0% | -20.7% | -18.3% |
| 3M | -53.6% | -6.5% | -47.1% | -47.7% |
| 6M | -52.7% | -0.1% | -52.6% | -50.7% |
| YTD | -52.5% | +13.9% | -66.4% | -58.0% |
| 1Y | -46.5% | +13.1% | -59.6% | -52.0% |
| All | +762.5% | +65.9% | +696.6% | +446.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling