+174.0%
ASTS vs EFX
-31.2%
+205.2%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.2% | +9.2% | +7.9% |
| 7D | -21.1% | +2.7% | -23.8% | -22.3% |
| 30D | -46.7% | +33.1% | -79.8% | -53.6% |
| 3M | -52.0% | +8.2% | -60.2% | -54.6% |
| 6M | -54.3% | +10.2% | -64.4% | -58.7% |
| YTD | -55.5% | -11.8% | -43.7% | -55.4% |
| 1Y | -50.5% | -6.1% | -44.4% | -52.2% |
| 3Y | +706.2% | +7.5% | +698.7% | +541.9% |
| All | +174.0% | -31.2% | +205.2% | +179.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling