+1,505.9%
ASTS vs EFV
+91.7%
+1,414.2%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +7.3% | +1.5% | +5.8% | +4.5% |
| 30D | -8.9% | +1.7% | -10.6% | -11.5% |
| 3M | -41.9% | +8.6% | -50.6% | -49.5% |
| 6M | -40.6% | +11.7% | -52.3% | -50.0% |
| YTD | -14.2% | +19.3% | -33.5% | -36.0% |
| 1Y | +48.9% | +30.2% | +18.6% | -3.1% |
| All | +1,505.9% | +91.7% | +1,414.2% | +396.2% |
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 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