+457.0%
ASTS vs IEMG
+49.3%
+407.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +0.1% | +6.1% | +6.0% |
| 7D | +18.5% | +2.8% | +15.7% | +12.9% |
| 30D | -8.1% | +4.6% | -12.7% | -14.9% |
| 3M | -28.2% | +5.5% | -33.7% | -34.3% |
| 6M | -26.1% | +19.7% | -45.8% | -45.4% |
| YTD | -9.0% | +25.5% | -34.5% | -38.4% |
| 1Y | +62.2% | +35.5% | +26.7% | -2.7% |
| 3Y | +1,621.9% | +88.0% | +1,533.9% | +514.3% |
| 5Y | +457.0% | +50.6% | +406.4% | +215.7% |
| All | +457.0% | +49.3% | +407.8% | +215.7% |
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