+253.1%
ASTS vs EFA
+88.4%
+164.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.0% |
| 7D | +14.2% | +1.3% | +13.0% | +12.9% |
| 30D | -26.7% | +0.5% | -27.2% | -26.6% |
| 3M | -53.6% | -4.1% | -49.4% | -50.5% |
| 6M | -52.7% | +2.4% | -55.2% | -52.6% |
| YTD | -52.5% | +10.0% | -62.5% | -55.5% |
| 1Y | -46.5% | +11.4% | -57.9% | -50.2% |
| 3Y | +700.5% | +65.4% | +635.1% | +422.8% |
| 5Y | +168.5% | +49.6% | +118.9% | +81.5% |
| All | +253.1% | +88.4% | +164.8% | +131.3% |
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