+538.9%
ASTS vs IEFA
+93.1%
+445.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.1% | -4.5% | -4.3% |
| 7D | 0.0% | -0.5% | +0.5% | +0.6% |
| 30D | -9.2% | -1.1% | -8.1% | -7.8% |
| 3M | -29.6% | +5.1% | -34.7% | -32.8% |
| 6M | -30.5% | +9.3% | -39.8% | -35.5% |
| YTD | -14.1% | +13.0% | -27.0% | -22.9% |
| 1Y | +69.1% | +19.2% | +49.9% | +44.7% |
| 3Y | +1,525.5% | +67.0% | +1,458.5% | +933.4% |
| 5Y | +425.9% | +51.1% | +374.8% | +242.5% |
| All | +538.9% | +93.1% | +445.7% | +302.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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