+134.8%
EWY vs ASTS
+688.5%
-553.7%
-39.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +7.1% | -3.0% | +3.5% |
| 7D | -10.4% | -21.1% | +10.7% | -8.7% |
| 30D | -25.4% | -46.7% | +21.3% | -21.8% |
| 3M | -16.5% | -52.0% | +35.5% | -12.0% |
| 6M | -24.7% | -54.3% | +29.5% | -20.6% |
| YTD | +40.9% | -55.5% | +96.4% | +48.2% |
| 1Y | +49.8% | -50.5% | +100.3% | +56.5% |
| 3Y | +134.8% | +706.2% | -571.4% | +139.1% |
| All | +134.8% | +688.5% | -553.7% | +139.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling