+160.7%
EWY vs ASTS
+230.9%
-70.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -21.9% |
| 3M | -16.5% | -52.0% | +35.5% | -12.0% |
| 6M | -24.7% | -54.3% | +29.5% | -20.7% |
| YTD | +40.9% | -55.5% | +96.4% | +47.5% |
| 1Y | +49.8% | -50.5% | +100.3% | +55.2% |
| 3Y | +134.8% | +706.2% | -571.4% | +100.9% |
| 5Y | +91.4% | +165.2% | -73.8% | +66.7% |
| All | +160.7% | +230.9% | -70.2% | +110.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling