+174.0%
ASTS vs F
-12.6%
+186.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.7% | +7.8% | +7.4% |
| 7D | -21.1% | +1.6% | -22.6% | -21.9% |
| 30D | -46.7% | +2.6% | -49.3% | -47.6% |
| 3M | -52.0% | -8.8% | -43.2% | -50.0% |
| 6M | -54.3% | +4.6% | -58.9% | -56.1% |
| YTD | -55.5% | -1.9% | -53.6% | -56.4% |
| 1Y | -50.5% | -0.8% | -49.7% | -51.5% |
| 3Y | +706.2% | +43.5% | +662.8% | +484.2% |
| All | +174.0% | -12.6% | +186.5% | +152.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling