+62.2%
ASTS vs EFV
+28.1%
+34.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.7% | +6.8% | +7.8% |
| 7D | +18.5% | +1.0% | +17.5% | +15.5% |
| 30D | -8.1% | +0.2% | -8.3% | -8.4% |
| 3M | -28.2% | +9.6% | -37.8% | -41.9% |
| 6M | -26.1% | +14.0% | -40.1% | -43.9% |
| YTD | -9.0% | +18.5% | -27.4% | -42.9% |
| 1Y | +62.2% | +27.9% | +34.3% | -15.2% |
| All | +62.2% | +28.1% | +34.1% | -15.2% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling