+537.8%
ASTS vs EFV
+123.9%
+413.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.4% | +0.4% |
| 7D | +7.3% | +1.5% | +5.8% | +5.9% |
| 30D | -8.9% | +1.7% | -10.6% | -10.2% |
| 3M | -41.9% | +8.6% | -50.6% | -45.8% |
| 6M | -40.6% | +11.7% | -52.3% | -45.2% |
| YTD | -14.2% | +19.3% | -33.5% | -25.2% |
| 1Y | +48.9% | +30.2% | +18.6% | +21.4% |
| 3Y | +1,461.7% | +91.6% | +1,370.1% | +874.5% |
| 5Y | +404.1% | +96.4% | +307.7% | +202.0% |
| All | +537.8% | +123.9% | +413.9% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling