+576.8%
ASTS vs EFA
+95.2%
+481.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +6.8% |
| 7D | +18.5% | +1.2% | +17.3% | +16.8% |
| 30D | -8.1% | -0.7% | -7.4% | -7.1% |
| 3M | -28.2% | +6.4% | -34.6% | -32.4% |
| 6M | -26.1% | +11.4% | -37.5% | -33.0% |
| YTD | -9.0% | +14.0% | -23.0% | -19.2% |
| 1Y | +62.2% | +20.2% | +42.0% | +37.4% |
| 3Y | +1,621.9% | +68.2% | +1,553.7% | +987.5% |
| 5Y | +457.0% | +54.8% | +402.2% | +256.7% |
| All | +576.8% | +95.2% | +481.6% | +319.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 10y: compounded portfolio wealth divided by compounded EFA 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…
10y analysis · Full analysis span regression · 6 months rolling