+160.4%
ASTS vs EWJ
+47.4%
+113.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.3% | -5.8% | -6.0% |
| 7D | +0.8% | +4.0% | -3.1% | -4.5% |
| 30D | -22.6% | -4.3% | -18.4% | -15.7% |
| 3M | -54.4% | -6.8% | -47.6% | -47.8% |
| 6M | -56.4% | -0.9% | -55.5% | -54.1% |
| YTD | -55.1% | +14.3% | -69.4% | -61.7% |
| 1Y | -46.9% | +15.3% | -62.2% | -55.0% |
| 3Y | +715.0% | +65.6% | +649.4% | +282.3% |
| All | +160.4% | +47.4% | +113.0% | +48.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling