+277.6%
ASTS vs EFX
+45.1%
+232.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.7% | +14.8% | +14.3% |
| 7D | +1.5% | -2.2% | +3.7% | +2.0% |
| 30D | -27.6% | +29.2% | -56.8% | -34.6% |
| 3M | -48.7% | +3.5% | -52.2% | -50.2% |
| 6M | -50.8% | +7.8% | -58.6% | -54.2% |
| YTD | -49.2% | -12.4% | -36.8% | -49.2% |
| 1Y | -46.7% | -8.2% | -38.4% | -47.6% |
| 3Y | +793.2% | +4.7% | +788.5% | +703.7% |
| 5Y | +195.6% | -32.0% | +227.6% | +195.0% |
| All | +277.6% | +45.1% | +232.5% | +250.9% |
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