+1,505.9%
ASTS vs FDS
-27.9%
+1,533.8%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | +7.3% | -1.9% | +9.2% | +7.5% |
| 30D | -8.9% | +9.0% | -17.9% | -9.3% |
| 3M | -41.9% | +18.9% | -60.8% | -43.1% |
| 6M | -40.6% | +35.1% | -75.7% | -43.9% |
| YTD | -14.2% | +5.5% | -19.7% | -11.9% |
| 1Y | +48.9% | -16.8% | +65.7% | +72.5% |
| All | +1,505.9% | -27.9% | +1,533.8% | +1,884.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling