+244.8%
ASTS vs EFX
+45.0%
+199.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -0.1% | -8.6% | -8.7% |
| 7D | -9.3% | +0.3% | -9.6% | -9.6% |
| 30D | -33.9% | +29.1% | -63.0% | -40.2% |
| 3M | -51.0% | +4.3% | -55.3% | -52.5% |
| 6M | -55.1% | +7.7% | -62.8% | -58.2% |
| YTD | -53.6% | -12.5% | -41.2% | -53.6% |
| 1Y | -51.0% | -8.8% | -42.1% | -51.7% |
| 3Y | +681.7% | +4.3% | +677.3% | +604.4% |
| 5Y | +182.4% | -29.4% | +211.8% | +180.1% |
| All | +244.8% | +45.0% | +199.8% | +220.6% |
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