+62.2%
ASTS vs EFA
+20.5%
+41.6%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.5% | +6.7% | +7.6% |
| 7D | +18.5% | +1.2% | +17.3% | +14.8% |
| 30D | -8.1% | -0.7% | -7.4% | -6.0% |
| 3M | -28.2% | +6.4% | -34.6% | -37.6% |
| 6M | -26.1% | +11.4% | -37.5% | -41.0% |
| YTD | -9.0% | +14.0% | -23.0% | -38.9% |
| 1Y | +62.2% | +20.2% | +42.0% | -9.0% |
| All | +62.2% | +20.5% | +41.6% | -9.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling