-54.3%
ASTS vs EWZ
-19.3%
-34.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | +0.7% | +6.4% | +6.8% |
| 7D | -21.1% | -1.5% | -19.6% | -20.6% |
| 30D | -46.7% | -24.5% | -22.2% | -41.8% |
| 3M | -52.0% | -10.7% | -41.3% | -55.1% |
| 6M | -54.3% | -19.1% | -35.2% | -46.1% |
| All | -54.3% | -19.3% | -34.9% | -46.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling