-49.2%
ASTS vs EFV
+25.8%
-75.0%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.1% | -7.3% | -11.4% |
| 7D | -15.8% | +2.9% | -18.7% | -21.8% |
| 30D | -39.0% | +3.6% | -42.6% | -44.4% |
| 3M | -49.3% | -0.1% | -49.2% | -48.9% |
| 6M | -47.9% | +9.6% | -57.6% | -56.9% |
| YTD | -51.0% | +17.0% | -67.9% | -69.8% |
| 1Y | -49.2% | +25.7% | -74.8% | -74.0% |
| All | -49.2% | +25.8% | -75.0% | -74.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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