+576.8%
ASTS vs EFX
+32.2%
+544.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -3.1% | +9.2% | +7.2% |
| 7D | +18.5% | -7.8% | +26.3% | +21.7% |
| 30D | -8.1% | -5.7% | -2.4% | -6.7% |
| 3M | -28.2% | +2.5% | -30.7% | -31.0% |
| 6M | -26.1% | -16.7% | -9.4% | -23.0% |
| YTD | -9.0% | -20.2% | +11.2% | -4.8% |
| 1Y | +62.2% | -31.4% | +93.6% | +80.7% |
| 3Y | +1,621.9% | -10.5% | +1,632.4% | +1,568.6% |
| 5Y | +457.0% | -35.2% | +492.2% | +476.7% |
| All | +576.8% | +32.2% | +544.6% | +557.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling