+457.0%
ASTS vs IEFA
+52.0%
+405.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.6% | +6.7% | +7.3% |
| 7D | +18.5% | +1.2% | +17.3% | +15.8% |
| 30D | -8.1% | -0.6% | -7.5% | -6.7% |
| 3M | -28.2% | +6.2% | -34.4% | -35.2% |
| 6M | -26.1% | +11.2% | -37.3% | -37.8% |
| YTD | -9.0% | +14.2% | -23.1% | -27.3% |
| 1Y | +62.2% | +20.0% | +42.2% | +19.6% |
| 3Y | +1,621.9% | +68.8% | +1,553.1% | +580.5% |
| 5Y | +457.0% | +52.7% | +404.4% | +190.2% |
| All | +457.0% | +52.0% | +405.0% | +190.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling