-46.3%
ASTS vs EFV
+22.1%
-68.4%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +2.7% | +11.4% | +7.4% |
| 7D | +1.5% | +1.7% | -0.2% | -2.4% |
| 30D | -27.6% | +3.4% | -31.1% | -33.4% |
| 3M | -48.7% | -1.7% | -47.0% | -45.9% |
| 6M | -50.8% | +6.4% | -57.3% | -56.6% |
| YTD | -49.2% | +16.3% | -65.5% | -68.6% |
| All | -46.3% | +22.1% | -68.4% | -71.0% |
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