+576.8%
ASTS vs EWZ
+32.7%
+544.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +2.0% | +4.1% | +5.3% |
| 7D | +18.5% | +5.6% | +12.9% | +16.2% |
| 30D | -8.1% | +9.3% | -17.3% | -11.2% |
| 3M | -28.2% | +15.7% | -43.9% | -32.0% |
| 6M | -26.1% | +7.4% | -33.5% | -27.6% |
| YTD | -9.0% | +22.7% | -31.6% | -14.5% |
| 1Y | +62.2% | +36.4% | +25.8% | +47.2% |
| 3Y | +1,621.9% | +50.4% | +1,571.5% | +1,430.1% |
| 5Y | +457.0% | +67.6% | +389.4% | +385.7% |
| All | +576.8% | +32.7% | +544.1% | +483.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 EWZ 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