+537.8%
ASTS vs EFX
+36.4%
+501.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -6.4% | +6.7% | +2.6% |
| 7D | +7.3% | -8.6% | +16.0% | +10.7% |
| 30D | -8.9% | +0.1% | -9.0% | -9.3% |
| 3M | -41.9% | +3.8% | -45.8% | -44.4% |
| 6M | -40.6% | -13.5% | -27.1% | -38.9% |
| YTD | -14.2% | -17.7% | +3.5% | -11.2% |
| 1Y | +48.9% | -25.6% | +74.4% | +59.9% |
| 3Y | +1,461.7% | -12.1% | +1,473.7% | +1,432.4% |
| 5Y | +404.1% | -33.8% | +437.9% | +417.5% |
| All | +537.8% | +36.4% | +501.4% | +513.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling