+431.2%
ASTS vs EFV
+96.9%
+334.3%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.5% |
| 7D | +7.3% | +1.5% | +5.8% | +4.6% |
| 30D | -8.9% | +1.7% | -10.6% | -11.4% |
| 3M | -41.9% | +8.6% | -50.6% | -49.2% |
| 6M | -40.6% | +11.7% | -52.3% | -49.5% |
| YTD | -14.2% | +19.3% | -33.5% | -35.2% |
| 1Y | +48.9% | +30.2% | +18.6% | -2.0% |
| 3Y | +1,461.7% | +91.6% | +1,370.1% | +444.1% |
| All | +431.2% | +96.9% | +334.3% | +77.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling