+689.0%
ASTS vs FBTC
+52.5%
+636.5%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.7% | -1.5% | -7.2% | -7.9% |
| 7D | -9.3% | -5.4% | -4.0% | -6.5% |
| 30D | -33.9% | -10.5% | -23.4% | -29.8% |
| 3M | -51.0% | +15.1% | -66.1% | -54.5% |
| 6M | -55.1% | -8.3% | -46.9% | -53.4% |
| YTD | -53.6% | -16.0% | -37.6% | -50.0% |
| 1Y | -51.0% | -30.7% | -20.3% | -42.6% |
| All | +689.0% | +52.5% | +636.5% | +549.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling