+431.2%
ASTS vs EFA
+54.3%
+376.9%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | 0.0% |
| 7D | +7.3% | +0.6% | +6.8% | +6.2% |
| 30D | -8.9% | +0.9% | -9.7% | -10.0% |
| 3M | -41.9% | +4.9% | -46.8% | -46.0% |
| 6M | -40.6% | +8.6% | -49.2% | -47.5% |
| YTD | -14.2% | +14.6% | -28.8% | -31.9% |
| 1Y | +48.9% | +22.6% | +26.2% | +5.4% |
| 3Y | +1,461.7% | +66.5% | +1,395.1% | +536.7% |
| All | +431.2% | +54.3% | +376.9% | +166.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling