+195.6%
ASTS vs IEMG
+36.0%
+159.6%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.9% | +11.2% | +8.9% |
| 7D | +1.5% | -0.1% | +1.7% | +3.2% |
| 30D | -27.6% | -8.8% | -18.9% | -13.1% |
| 3M | -48.7% | -7.2% | -41.6% | -40.2% |
| 6M | -50.8% | -9.8% | -41.0% | -38.9% |
| YTD | -49.2% | +11.4% | -60.6% | -56.9% |
| 1Y | -46.7% | +13.2% | -59.9% | -55.6% |
| 3Y | +793.2% | +70.0% | +723.2% | +281.2% |
| 5Y | +195.6% | +36.6% | +159.0% | +102.1% |
| All | +195.6% | +36.0% | +159.6% | +102.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling