+274.8%
ASTS vs FDS
+41.5%
+233.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +2.7% | +6.0% | +8.3% |
| 7D | +2.8% | -2.1% | +4.9% | +3.1% |
| 30D | -28.8% | +16.0% | -44.8% | -30.7% |
| 3M | -48.9% | +18.8% | -67.7% | -50.7% |
| 6M | -55.6% | +54.1% | -109.7% | -60.5% |
| YTD | -49.6% | +17.0% | -66.6% | -51.9% |
| 1Y | -46.1% | +25.5% | -71.6% | -49.9% |
| 3Y | +749.7% | -23.3% | +773.0% | +828.0% |
| 5Y | +193.2% | -22.6% | +215.8% | +211.5% |
| All | +274.8% | +41.5% | +233.3% | +291.0% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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