+537.8%
ASTS vs F
+134.7%
+403.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | F | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.5% | -1.2% | -0.2% |
| 7D | +7.3% | +5.3% | +2.0% | +5.5% |
| 30D | -8.9% | +4.6% | -13.5% | -10.2% |
| 3M | -41.9% | -3.7% | -38.3% | -41.3% |
| 6M | -40.6% | +16.8% | -57.4% | -44.1% |
| YTD | -14.2% | +15.3% | -29.5% | -19.5% |
| 1Y | +48.9% | +31.0% | +17.8% | +33.7% |
| 3Y | +1,461.7% | +45.4% | +1,416.2% | +1,196.4% |
| 5Y | +404.1% | +54.7% | +349.5% | +323.4% |
| All | +537.8% | +134.7% | +403.1% | +424.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling