+537.8%
ASTS vs FANG
+200.4%
+337.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FANG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.8% | +2.1% | +0.5% |
| 7D | +7.3% | +0.8% | +6.6% | +7.2% |
| 30D | -8.9% | +7.6% | -16.5% | -9.8% |
| 3M | -41.9% | -1.3% | -40.6% | -42.0% |
| 6M | -40.6% | +14.7% | -55.3% | -42.1% |
| YTD | -14.2% | +34.8% | -49.0% | -18.4% |
| 1Y | +48.9% | +42.9% | +5.9% | +40.4% |
| 3Y | +1,461.7% | +43.8% | +1,417.9% | +1,364.0% |
| 5Y | +404.1% | +225.8% | +178.3% | +345.8% |
| All | +537.8% | +200.4% | +337.4% | +468.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling