+663.5%
ASTS vs FBTC
+42.6%
+620.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -3.5% | -2.0% | -3.7% |
| 7D | +0.8% | -9.2% | +10.0% | +6.1% |
| 30D | -22.6% | -15.8% | -6.9% | -15.1% |
| 3M | -54.4% | +8.7% | -63.1% | -56.3% |
| 6M | -56.4% | -13.6% | -42.8% | -53.3% |
| YTD | -55.1% | -21.5% | -33.6% | -49.9% |
| 1Y | -46.9% | -29.9% | -17.0% | -37.6% |
| All | +663.5% | +42.6% | +620.9% | +551.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FBTC.
Daily Out/Under-Performance
Portfolio return minus FBTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FBTC 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 FBTC 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