+259.4%
EWY vs ASTS
+537.8%
-278.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.3% |
| 3M | -7.4% | -41.9% | +34.5% | -4.4% |
| 6M | +40.6% | -40.6% | +81.2% | +43.8% |
| YTD | +94.3% | -14.2% | +108.5% | +93.9% |
| 1Y | +164.3% | +48.9% | +115.4% | +154.1% |
| 3Y | +221.0% | +1,461.7% | -1,240.7% | +160.7% |
| 5Y | +139.1% | +404.1% | -265.0% | +98.5% |
| All | +259.4% | +537.8% | -278.4% | +176.0% |
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