-47.9%
ASTS vs F
+9.4%
-57.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.9% | -7.0% | -5.2% |
| 7D | -15.8% | +6.0% | -21.8% | -18.0% |
| 30D | -39.0% | +4.3% | -43.3% | -40.3% |
| 3M | -49.3% | -10.1% | -39.3% | -47.0% |
| 6M | -47.9% | +12.8% | -60.7% | -48.1% |
| All | -47.9% | +9.4% | -57.4% | -48.1% |
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