-49.2%
ASTS vs IEMG
+13.6%
-62.8%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.9% | -5.0% | -5.7% |
| 7D | -15.8% | -3.1% | -12.7% | -11.1% |
| 30D | -39.0% | -10.3% | -28.7% | -25.8% |
| 3M | -49.3% | -6.6% | -42.7% | -42.3% |
| 6M | -47.9% | -3.9% | -44.1% | -43.1% |
| YTD | -51.0% | +12.4% | -63.3% | -71.5% |
| 1Y | -49.2% | +13.9% | -63.0% | -72.5% |
| All | -49.2% | +13.6% | -62.8% | -72.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEMG.
Daily Out/Under-Performance
Portfolio return minus IEMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEMG 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 1y: compounded portfolio wealth divided by compounded IEMG 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…
1y analysis · Full analysis span regression · 6 months rolling