+233.7%
ASTS vs IEFA
+88.2%
+145.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +0.1% | -5.6% | -5.7% |
| 7D | +0.8% | +2.2% | -1.4% | -1.4% |
| 30D | -22.6% | +1.1% | -23.7% | -23.1% |
| 3M | -54.4% | -4.3% | -50.1% | -51.3% |
| 6M | -56.4% | +1.4% | -57.8% | -55.8% |
| YTD | -55.1% | +10.1% | -65.2% | -58.0% |
| 1Y | -46.9% | +12.9% | -59.8% | -51.3% |
| 3Y | +715.0% | +65.8% | +649.2% | +429.2% |
| 5Y | +153.7% | +47.7% | +106.0% | +72.3% |
| All | +233.7% | +88.2% | +145.4% | +119.3% |
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