+537.8%
ASTS vs EWZ
+30.1%
+507.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.6% |
| 7D | +7.3% | +6.5% | +0.8% | +4.8% |
| 30D | -8.9% | +4.8% | -13.7% | -10.6% |
| 3M | -41.9% | +9.9% | -51.8% | -43.9% |
| 6M | -40.6% | +1.9% | -42.5% | -40.6% |
| YTD | -14.2% | +20.3% | -34.5% | -18.8% |
| 1Y | +48.9% | +35.6% | +13.2% | +35.4% |
| 3Y | +1,461.7% | +43.4% | +1,418.2% | +1,307.2% |
| 5Y | +404.1% | +55.9% | +348.2% | +343.9% |
| All | +537.8% | +30.1% | +507.7% | +454.1% |
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 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