-49.2%
ASTS vs FANG
+32.3%
-81.4%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.9% | +0.8% | -4.7% |
| 7D | -15.8% | -11.3% | -4.5% | -16.9% |
| 30D | -39.0% | -0.7% | -38.4% | -38.6% |
| 3M | -49.3% | -4.2% | -45.2% | -48.9% |
| 6M | -47.9% | -13.5% | -34.5% | -46.7% |
| YTD | -51.0% | +23.7% | -74.7% | -54.6% |
| 1Y | -49.2% | +34.3% | -83.5% | -57.8% |
| All | -49.2% | +32.3% | -81.4% | -57.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FANG.
Daily Out/Under-Performance
Portfolio return minus FANG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FANG 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 1y: compounded portfolio wealth divided by compounded FANG 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…
1y analysis · Full analysis span regression · 6 months rolling