+277.6%
ASTS vs IEFA
+89.8%
+187.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.0% | +11.1% | +10.3% |
| 7D | +1.5% | +1.1% | +0.5% | +0.8% |
| 30D | -27.6% | +1.2% | -28.8% | -28.2% |
| 3M | -48.7% | -3.4% | -45.4% | -45.9% |
| 6M | -50.8% | +2.0% | -52.9% | -50.6% |
| YTD | -49.2% | +11.0% | -60.2% | -53.0% |
| 1Y | -46.7% | +15.2% | -61.9% | -52.3% |
| 3Y | +793.2% | +68.4% | +724.8% | +469.7% |
| 5Y | +195.6% | +48.4% | +147.2% | +98.6% |
| All | +277.6% | +89.8% | +187.8% | +145.4% |
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