+277.6%
ASTS vs EFA
+90.1%
+187.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.0% | +11.1% | +10.4% |
| 7D | +1.5% | +1.2% | +0.3% | +0.6% |
| 30D | -27.6% | +1.5% | -29.1% | -28.5% |
| 3M | -48.7% | -3.3% | -45.4% | -45.9% |
| 6M | -50.8% | +2.6% | -53.4% | -50.9% |
| YTD | -49.2% | +11.0% | -60.2% | -53.0% |
| 1Y | -46.7% | +15.1% | -61.8% | -52.3% |
| 3Y | +793.2% | +67.6% | +725.6% | +473.9% |
| 5Y | +195.6% | +50.5% | +145.1% | +97.5% |
| All | +277.6% | +90.1% | +187.5% | +144.2% |
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