+59.4%
ASTS vs FANG
+53.5%
+5.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.4% | -5.4% | -3.9% |
| 7D | -3.6% | +1.2% | -4.8% | -3.4% |
| 30D | -16.4% | +2.4% | -18.7% | -16.1% |
| 3M | -31.4% | +5.1% | -36.5% | -30.3% |
| 6M | -31.6% | +16.4% | -48.0% | -32.9% |
| YTD | -17.5% | +39.0% | -56.5% | -24.2% |
| 1Y | +59.4% | +50.6% | +8.8% | +45.6% |
| All | +59.4% | +53.5% | +5.9% | +45.6% |
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