+230.9%
ASTS vs FDS
+38.6%
+192.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -3.7% | +10.7% | +7.6% |
| 7D | -21.1% | -0.5% | -20.6% | -21.2% |
| 30D | -46.7% | +20.2% | -66.9% | -48.5% |
| 3M | -52.0% | +19.9% | -71.9% | -53.8% |
| 6M | -54.3% | +56.2% | -110.4% | -59.7% |
| YTD | -55.5% | +14.6% | -70.0% | -57.4% |
| 1Y | -50.5% | +31.6% | -82.1% | -54.9% |
| 3Y | +706.2% | -23.8% | +730.1% | +779.1% |
| 5Y | +165.2% | -22.6% | +187.8% | +182.3% |
| All | +230.9% | +38.6% | +192.3% | +246.1% |
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