+48.9%
ASTS vs EFX
-25.2%
+74.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | -1.7% |
| 7D | +7.3% | -8.6% | +16.0% | +4.4% |
| 30D | -8.9% | +0.1% | -9.0% | -8.6% |
| 3M | -41.9% | +3.8% | -45.8% | -40.5% |
| 6M | -40.6% | -13.5% | -27.1% | -41.0% |
| YTD | -14.2% | -17.7% | +3.5% | -11.7% |
| 1Y | +48.9% | -25.6% | +74.4% | +40.0% |
| All | +48.9% | -25.2% | +74.1% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 1y: compounded portfolio wealth divided by compounded EFX 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…
1y analysis · Full analysis span regression · 6 months rolling