+230.9%
ASTS vs EWZ
+9.9%
+221.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -41.4% |
| 3M | -52.0% | -10.7% | -41.3% | -50.7% |
| 6M | -54.3% | -19.1% | -35.2% | -51.1% |
| YTD | -55.5% | +1.6% | -57.1% | -55.8% |
| 1Y | -50.5% | +4.3% | -54.8% | -51.2% |
| 3Y | +706.2% | +19.0% | +687.3% | +664.5% |
| 5Y | +165.2% | +57.7% | +107.5% | +142.9% |
| All | +230.9% | +9.9% | +221.0% | +201.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling