+537.8%
ASTS vs EWJ
+92.7%
+445.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.4% | -0.1% | -0.2% |
| 7D | +7.3% | +2.5% | +4.8% | +4.4% |
| 30D | -8.9% | +3.3% | -12.2% | -11.8% |
| 3M | -41.9% | +5.0% | -46.9% | -44.3% |
| 6M | -40.6% | +11.5% | -52.1% | -46.1% |
| YTD | -14.2% | +22.4% | -36.6% | -29.7% |
| 1Y | +48.9% | +30.2% | +18.6% | +15.3% |
| 3Y | +1,461.7% | +72.8% | +1,388.8% | +825.4% |
| 5Y | +404.1% | +54.1% | +350.0% | +203.7% |
| All | +537.8% | +92.7% | +445.1% | +274.8% |
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