+1,359.3%
ASTS vs FBTC
+65.3%
+1,293.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FBTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.5% | +2.8% | +1.6% |
| 7D | +7.3% | +2.9% | +4.4% | +5.7% |
| 30D | -8.9% | +23.0% | -31.9% | -18.4% |
| 3M | -41.9% | +25.6% | -67.5% | -48.3% |
| 6M | -40.6% | +9.0% | -49.6% | -43.4% |
| YTD | -14.2% | -8.9% | -5.3% | -11.5% |
| 1Y | +48.9% | -27.5% | +76.4% | +69.8% |
| All | +1,359.3% | +65.3% | +1,293.9% | +1,050.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling