+168.5%
ASTS vs EFX
-30.1%
+198.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.5% |
| 7D | +14.2% | -3.6% | +17.9% | +15.8% |
| 30D | -26.7% | +25.3% | -52.0% | -34.4% |
| 3M | -53.6% | +3.8% | -57.4% | -55.3% |
| 6M | -52.7% | +12.7% | -65.4% | -57.8% |
| YTD | -52.5% | -13.1% | -39.4% | -52.1% |
| 1Y | -46.5% | -9.3% | -37.2% | -47.4% |
| 3Y | +700.5% | +3.5% | +696.9% | +553.9% |
| 5Y | +168.5% | -30.6% | +199.1% | +163.8% |
| All | +168.5% | -30.1% | +198.5% | +163.8% |
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