+170.4%
EWY vs ASTS
+277.6%
-107.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +14.1% | -10.4% | +2.6% |
| 7D | -6.3% | +1.5% | -7.8% | -6.4% |
| 30D | -19.8% | -27.6% | +7.8% | -17.9% |
| 3M | -14.4% | -48.7% | +34.3% | -10.4% |
| 6M | -25.3% | -50.8% | +25.6% | -21.9% |
| YTD | +46.2% | -49.2% | +95.4% | +51.3% |
| 1Y | +58.3% | -46.7% | +105.0% | +62.7% |
| 3Y | +155.0% | +793.2% | -638.3% | +116.2% |
| 5Y | +99.5% | +195.6% | -96.1% | +72.0% |
| All | +170.4% | +277.6% | -107.2% | +115.5% |
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