+653.1%
ASTS vs FDS
-20.2%
+673.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.2% |
| 7D | -29.9% | +6.4% | -36.3% | -29.8% |
| 30D | -52.2% | +25.2% | -77.3% | -52.1% |
| 3M | -55.8% | +22.9% | -78.8% | -55.8% |
| 6M | -52.7% | +56.5% | -109.2% | -55.1% |
| YTD | -58.4% | +19.0% | -77.4% | -57.0% |
| 1Y | -57.1% | +32.7% | -89.8% | -57.9% |
| All | +653.1% | -20.2% | +673.3% | +920.5% |
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