+230.9%
ASTS vs EWJ
+73.0%
+157.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | 0.0% | +7.1% | +7.1% |
| 7D | -21.1% | -5.0% | -16.1% | -15.6% |
| 30D | -46.7% | -10.2% | -36.5% | -38.9% |
| 3M | -52.0% | -7.2% | -44.8% | -46.7% |
| 6M | -54.3% | -3.2% | -51.1% | -50.9% |
| YTD | -55.5% | +9.9% | -65.4% | -58.1% |
| 1Y | -50.5% | +11.0% | -61.4% | -53.6% |
| 3Y | +706.2% | +57.3% | +648.9% | +440.0% |
| 5Y | +165.2% | +41.3% | +123.9% | +82.1% |
| All | +230.9% | +73.0% | +157.9% | +123.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling