+1,504.6%
ASTS vs FANG
+43.6%
+1,461.0%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | +1.5% | -7.1% | -6.0% |
| 7D | 0.0% | -0.4% | +0.4% | +0.1% |
| 30D | -9.2% | +2.4% | -11.6% | -9.7% |
| 3M | -29.6% | +4.9% | -34.5% | -30.9% |
| 6M | -30.5% | +12.0% | -42.5% | -34.0% |
| YTD | -14.1% | +37.1% | -51.2% | -24.9% |
| 1Y | +69.1% | +52.3% | +16.9% | +41.5% |
| All | +1,504.6% | +43.6% | +1,461.0% | +1,351.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling