+277.6%
ASTS vs FDS
+38.1%
+239.5%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | -0.4% | +14.5% | +14.2% |
| 7D | +1.5% | -5.0% | +6.5% | +2.2% |
| 30D | -27.6% | +13.8% | -41.4% | -29.4% |
| 3M | -48.7% | +14.8% | -63.6% | -50.3% |
| 6M | -50.8% | +47.4% | -98.2% | -55.9% |
| YTD | -49.2% | +14.2% | -63.4% | -51.4% |
| 1Y | -46.7% | +26.6% | -73.3% | -50.9% |
| 3Y | +793.2% | -24.4% | +817.7% | +875.8% |
| 5Y | +195.6% | -22.6% | +218.2% | +214.8% |
| All | +277.6% | +38.1% | +239.5% | +295.1% |
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