+261.3%
EWY vs ASTS
+576.8%
-315.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.1% | -5.6% | +0.1% |
| 7D | +8.0% | +18.5% | -10.5% | +6.7% |
| 30D | +14.3% | -8.1% | +22.4% | +14.9% |
| 3M | +2.3% | -28.2% | +30.5% | +4.0% |
| 6M | +49.9% | -26.1% | +76.0% | +51.4% |
| YTD | +95.3% | -9.0% | +104.3% | +94.1% |
| 1Y | +161.7% | +62.2% | +99.5% | +150.2% |
| 3Y | +230.2% | +1,621.9% | -1,391.7% | +166.3% |
| 5Y | +148.1% | +457.0% | -308.9% | +104.8% |
| All | +261.3% | +576.8% | -315.4% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ASTS.
Daily Out/Under-Performance
Portfolio return minus ASTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ASTS 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 10y: compounded portfolio wealth divided by compounded ASTS 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…
10y analysis · Full analysis span regression · 6 months rolling