-55.3%
ASTS vs IEFA
+2.3%
-57.6%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.0% | +11.1% | +4.2% |
| 7D | +1.5% | +1.1% | +0.5% | -1.0% |
| 30D | -27.6% | +1.2% | -28.8% | -29.6% |
| 3M | -48.7% | -3.4% | -45.4% | -40.9% |
| All | -55.3% | +2.3% | -57.6% | -56.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling