+274.8%
ASTS vs EFV
+117.4%
+157.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | 0.0% | +8.7% | +8.7% |
| 7D | +2.8% | -1.0% | +3.8% | +4.2% |
| 30D | -28.8% | +3.1% | -31.9% | -30.7% |
| 3M | -48.9% | -1.2% | -47.6% | -48.0% |
| 6M | -55.6% | +5.6% | -61.3% | -57.2% |
| YTD | -49.6% | +15.8% | -65.4% | -54.6% |
| 1Y | -46.1% | +20.0% | -66.1% | -52.6% |
| 3Y | +749.7% | +91.0% | +658.7% | +436.3% |
| 5Y | +193.2% | +93.7% | +99.5% | +81.1% |
| All | +274.8% | +117.4% | +157.4% | +127.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling