+715.0%
ASTS vs EFA
+66.3%
+648.7%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.2% | -5.7% | -5.8% |
| 7D | +0.8% | +2.2% | -1.4% | -3.1% |
| 30D | -22.6% | +1.4% | -24.0% | -24.1% |
| 3M | -54.4% | -4.2% | -50.3% | -49.3% |
| 6M | -56.4% | +1.9% | -58.3% | -56.2% |
| YTD | -55.1% | +10.2% | -65.3% | -60.9% |
| 1Y | -46.9% | +12.8% | -59.7% | -55.3% |
| 3Y | +715.0% | +65.2% | +649.8% | +260.8% |
| All | +715.0% | +66.3% | +648.7% | +260.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling