+425.9%
ASTS vs FANG
+238.1%
+187.8%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -9.9% |
| 3M | -29.6% | +4.9% | -34.5% | -31.2% |
| 6M | -30.5% | +12.0% | -42.5% | -34.1% |
| YTD | -14.1% | +37.1% | -51.2% | -24.4% |
| 1Y | +69.1% | +52.3% | +16.9% | +43.2% |
| 3Y | +1,525.5% | +45.0% | +1,480.6% | +1,260.8% |
| 5Y | +425.9% | +231.0% | +194.9% | +189.8% |
| All | +425.9% | +238.1% | +187.8% | +189.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling