+512.7%
ASTS vs FANG
+209.0%
+303.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.9% | +2.9% | -6.8% | -4.3% |
| 30D | -19.4% | +2.6% | -22.1% | -19.7% |
| 3M | -38.6% | +7.6% | -46.2% | -39.4% |
| 6M | -32.1% | +17.3% | -49.5% | -34.1% |
| YTD | -17.6% | +38.7% | -56.3% | -21.9% |
| 1Y | +56.0% | +51.6% | +4.4% | +46.0% |
| 3Y | +1,438.8% | +50.0% | +1,388.9% | +1,335.0% |
| 5Y | +412.9% | +237.6% | +175.4% | +351.7% |
| All | +512.7% | +209.0% | +303.7% | +443.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling