+253.1%
ASTS vs IEMG
+75.2%
+178.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.4% | -4.4% | -4.2% |
| 7D | +14.2% | +5.3% | +8.9% | +8.5% |
| 30D | -26.7% | -7.2% | -19.5% | -18.9% |
| 3M | -53.6% | -8.1% | -45.5% | -47.9% |
| 6M | -52.7% | -6.7% | -46.0% | -47.0% |
| YTD | -52.5% | +11.6% | -64.1% | -55.1% |
| 1Y | -46.5% | +11.4% | -57.9% | -49.0% |
| 3Y | +700.5% | +69.3% | +631.2% | +449.0% |
| 5Y | +168.5% | +34.9% | +133.6% | +106.7% |
| All | +253.1% | +75.2% | +178.0% | +170.8% |
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