+1,539.7%
ASTS vs IEMG
+88.2%
+1,451.5%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -2.8% |
| 7D | +7.3% | +2.2% | +5.1% | +3.1% |
| 30D | -8.9% | +4.6% | -13.5% | -15.7% |
| 3M | -41.9% | +0.4% | -42.3% | -41.9% |
| 6M | -40.6% | +16.4% | -56.9% | -54.3% |
| YTD | -14.2% | +25.4% | -39.7% | -43.9% |
| 1Y | +48.9% | +38.3% | +10.6% | -18.0% |
| All | +1,539.7% | +88.2% | +1,451.5% | +429.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling