+230.9%
ASTS vs EFA
+84.5%
+146.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.8% | +8.0% |
| 7D | -21.1% | -1.4% | -19.7% | -19.6% |
| 30D | -46.7% | -1.2% | -45.5% | -45.8% |
| 3M | -52.0% | -5.1% | -46.9% | -48.3% |
| 6M | -54.3% | -1.2% | -53.0% | -52.2% |
| YTD | -55.5% | +7.8% | -63.3% | -57.4% |
| 1Y | -50.5% | +12.2% | -62.6% | -54.3% |
| 3Y | +706.2% | +61.5% | +644.7% | +439.1% |
| 5Y | +165.2% | +45.8% | +119.5% | +83.3% |
| All | +230.9% | +84.5% | +146.4% | +121.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling