+230.9%
ASTS vs F
+99.7%
+131.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.3% |
| 7D | -21.1% | +1.6% | -22.6% | -21.7% |
| 30D | -46.7% | +2.6% | -49.3% | -47.3% |
| 3M | -52.0% | -8.8% | -43.2% | -50.5% |
| 6M | -54.3% | +4.6% | -58.9% | -55.4% |
| YTD | -55.5% | -1.9% | -53.6% | -55.9% |
| 1Y | -50.5% | -0.8% | -49.7% | -50.9% |
| 3Y | +706.2% | +43.5% | +662.8% | +569.9% |
| 5Y | +165.2% | -12.1% | +177.3% | +146.9% |
| All | +230.9% | +99.7% | +131.2% | +186.9% |
Cumulative growth
Daily Returns
Daily percentage return beside F.
Daily Out/Under-Performance
Portfolio return minus F return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × F 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 F 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