+537.8%
ASTS vs IEMG
+96.8%
+441.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.7% | -1.4% | -1.5% |
| 7D | +7.3% | +2.2% | +5.1% | +4.8% |
| 30D | -8.9% | +4.6% | -13.5% | -13.0% |
| 3M | -41.9% | +0.4% | -42.3% | -41.4% |
| 6M | -40.6% | +16.4% | -56.9% | -47.8% |
| YTD | -14.2% | +25.4% | -39.7% | -30.1% |
| 1Y | +48.9% | +38.3% | +10.6% | +11.7% |
| 3Y | +1,461.7% | +84.1% | +1,377.6% | +849.4% |
| 5Y | +404.1% | +49.0% | +355.1% | +235.8% |
| All | +537.8% | +96.8% | +441.0% | +321.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling