+653.1%
ASTS vs F
+41.1%
+612.0%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -1.1% | -14.1% | -14.8% |
| 7D | -29.9% | +1.4% | -31.3% | -30.3% |
| 30D | -52.2% | +2.0% | -54.2% | -52.6% |
| 3M | -55.8% | -10.4% | -45.5% | -54.2% |
| 6M | -52.7% | +9.7% | -62.4% | -54.5% |
| YTD | -58.4% | -1.2% | -57.2% | -59.1% |
| 1Y | -57.1% | 0.0% | -57.1% | -57.7% |
| All | +653.1% | +41.1% | +612.0% | +436.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling