-46.1%
ASTS vs IEMG
+13.1%
-59.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.3% | +6.4% | +4.3% |
| 7D | +2.8% | +0.7% | +2.1% | +3.0% |
| 30D | -28.8% | -6.4% | -22.4% | -18.3% |
| 3M | -48.9% | -5.5% | -43.3% | -42.2% |
| 6M | -55.6% | -8.3% | -47.3% | -46.9% |
| YTD | -49.6% | +13.2% | -62.8% | -73.0% |
| 1Y | -46.1% | +13.0% | -59.0% | -70.8% |
| All | -46.1% | +13.1% | -59.2% | -70.8% |
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 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