+69.1%
ASTS vs IEMG
+34.4%
+34.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -0.5% | -5.1% | -4.6% |
| 7D | 0.0% | +1.6% | -1.6% | -2.8% |
| 30D | -9.2% | +4.6% | -13.9% | -16.0% |
| 3M | -29.6% | +4.8% | -34.5% | -35.7% |
| 6M | -30.5% | +16.8% | -47.3% | -46.5% |
| YTD | -14.1% | +24.8% | -38.9% | -49.9% |
| 1Y | +69.1% | +34.3% | +34.8% | -20.3% |
| All | +69.1% | +34.4% | +34.7% | -20.3% |
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