+513.2%
ASTS vs IEMG
+91.9%
+421.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.0% | -2.0% | -1.8% |
| 7D | -3.6% | -0.9% | -2.7% | -2.6% |
| 30D | -16.4% | +2.1% | -18.5% | -18.0% |
| 3M | -31.4% | +4.6% | -36.0% | -33.9% |
| 6M | -31.6% | +14.0% | -45.6% | -38.6% |
| YTD | -17.5% | +22.3% | -39.9% | -30.8% |
| 1Y | +59.4% | +30.7% | +28.7% | +26.9% |
| 3Y | +1,460.2% | +83.2% | +1,376.9% | +861.6% |
| 5Y | +413.4% | +47.0% | +366.4% | +251.1% |
| All | +513.2% | +91.9% | +421.3% | +317.1% |
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