+274.8%
ASTS vs IEMG
+77.6%
+197.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +6.0% |
| 7D | +2.8% | +0.7% | +2.1% | +3.3% |
| 30D | -28.8% | -6.4% | -22.4% | -22.1% |
| 3M | -48.9% | -5.5% | -43.3% | -44.4% |
| 6M | -55.6% | -8.3% | -47.3% | -49.3% |
| YTD | -49.6% | +13.2% | -62.8% | -53.1% |
| 1Y | -46.1% | +13.0% | -59.0% | -49.4% |
| 3Y | +749.7% | +71.6% | +678.0% | +473.3% |
| 5Y | +193.2% | +37.1% | +156.0% | +121.9% |
| All | +274.8% | +77.6% | +197.3% | +182.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling