+142.6%
EWY vs ASTS
+400.6%
-258.0%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.3% | +4.3% | +4.6% |
| 7D | +4.8% | +7.3% | -2.5% | +4.2% |
| 30D | +11.7% | -8.9% | +20.5% | +12.4% |
| 3M | -7.4% | -41.9% | +34.5% | -4.2% |
| 6M | +40.6% | -40.6% | +81.2% | +44.0% |
| YTD | +94.3% | -14.2% | +108.5% | +93.9% |
| 1Y | +164.3% | +48.9% | +115.4% | +153.5% |
| 3Y | +221.0% | +1,461.7% | -1,240.7% | +157.2% |
| All | +142.6% | +400.6% | -258.0% | +98.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling