+762.5%
ASTS vs EWZ
+17.9%
+744.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.8% | -4.1% |
| 7D | +14.2% | +0.1% | +14.2% | +14.7% |
| 30D | -26.7% | -25.9% | -0.8% | -9.6% |
| 3M | -53.6% | -6.1% | -47.4% | -55.1% |
| 6M | -52.7% | -16.1% | -36.6% | -48.8% |
| YTD | -52.5% | +1.0% | -53.5% | -56.3% |
| 1Y | -46.5% | 0.0% | -46.5% | -50.3% |
| All | +762.5% | +17.9% | +744.6% | +700.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling