-55.8%
ASTS vs FBTC
+18.6%
-74.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -4.9% | -10.3% | -12.4% |
| 7D | -29.9% | -5.8% | -24.1% | -27.3% |
| 30D | -52.2% | -11.2% | -41.0% | -49.4% |
| 3M | -55.8% | +17.3% | -73.1% | -57.1% |
| All | -55.8% | +18.6% | -74.4% | -57.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling