+715.0%
ASTS vs EFV
+91.8%
+623.2%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.4% | -5.9% | -6.2% |
| 7D | +0.8% | +2.5% | -1.7% | -3.3% |
| 30D | -22.6% | +2.9% | -25.6% | -26.5% |
| 3M | -54.4% | -1.4% | -53.0% | -52.8% |
| 6M | -56.4% | +5.5% | -62.0% | -59.6% |
| YTD | -55.1% | +16.1% | -71.2% | -64.2% |
| 1Y | -46.9% | +20.3% | -67.2% | -59.7% |
| 3Y | +715.0% | +90.4% | +624.6% | +203.0% |
| All | +715.0% | +91.8% | +623.2% | +203.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling