-40.6%
ASTS vs F
+15.6%
-56.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.4% |
| 7D | +7.3% | +5.3% | +2.0% | +4.7% |
| 30D | -8.9% | +4.6% | -13.5% | -10.7% |
| 3M | -41.9% | -3.7% | -38.3% | -40.9% |
| 6M | -40.6% | +16.8% | -57.4% | -40.9% |
| All | -40.6% | +15.6% | -56.2% | -40.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling