+253.1%
ASTS vs EWZ
+9.2%
+243.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -5.0% |
| 7D | +14.2% | +0.1% | +14.2% | +14.5% |
| 30D | -26.7% | -25.9% | -0.8% | -18.6% |
| 3M | -53.6% | -6.1% | -47.4% | -53.1% |
| 6M | -52.7% | -16.1% | -36.6% | -50.1% |
| YTD | -52.5% | +1.0% | -53.5% | -52.6% |
| 1Y | -46.5% | 0.0% | -46.5% | -46.4% |
| 3Y | +700.5% | +16.8% | +683.6% | +664.6% |
| 5Y | +168.5% | +52.1% | +116.4% | +147.4% |
| All | +253.1% | +9.2% | +243.9% | +223.3% |
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