+98.5%
EWY vs ASTS
+148.1%
-49.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ASTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -5.5% | +3.7% | -1.3% |
| 7D | +4.2% | +0.8% | +3.4% | +4.1% |
| 30D | -10.7% | -22.6% | +12.0% | -8.8% |
| 3M | -20.1% | -54.4% | +34.4% | -15.1% |
| 6M | -24.3% | -56.4% | +32.1% | -19.8% |
| YTD | +46.9% | -55.1% | +102.0% | +54.1% |
| 1Y | +55.2% | -46.9% | +102.1% | +60.6% |
| 3Y | +157.0% | +715.0% | -558.0% | +118.5% |
| All | +98.5% | +148.1% | -49.6% | +68.3% |
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 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