+230.9%
ASTS vs EFV
+112.5%
+118.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +8.4% |
| 7D | -21.1% | -0.7% | -20.4% | -20.7% |
| 30D | -46.7% | +0.9% | -47.6% | -47.2% |
| 3M | -52.0% | -3.6% | -48.5% | -50.1% |
| 6M | -54.3% | +2.5% | -56.8% | -54.6% |
| YTD | -55.5% | +13.2% | -68.7% | -59.1% |
| 1Y | -50.5% | +20.3% | -70.8% | -56.6% |
| 3Y | +706.2% | +84.9% | +621.3% | +421.9% |
| 5Y | +165.2% | +87.7% | +77.5% | +67.1% |
| All | +230.9% | +112.5% | +118.4% | +104.4% |
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