+706.2%
ASTS vs EFA
+60.9%
+645.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +8.7% |
| 7D | -21.1% | -1.4% | -19.7% | -18.5% |
| 30D | -46.7% | -1.2% | -45.5% | -45.2% |
| 3M | -52.0% | -5.1% | -46.9% | -45.7% |
| 6M | -54.3% | -1.2% | -53.0% | -51.1% |
| YTD | -55.5% | +7.8% | -63.3% | -59.6% |
| 1Y | -50.5% | +12.2% | -62.6% | -57.8% |
| 3Y | +706.2% | +61.5% | +644.7% | +270.4% |
| All | +706.2% | +60.9% | +645.3% | +270.4% |
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