+209.1%
ASTS vs FDS
+43.9%
+165.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -0.5% | -14.7% | -15.1% |
| 7D | -29.9% | +6.4% | -36.3% | -30.6% |
| 30D | -52.2% | +25.2% | -77.3% | -54.0% |
| 3M | -55.8% | +22.9% | -78.8% | -57.6% |
| 6M | -52.7% | +56.5% | -109.2% | -58.1% |
| YTD | -58.4% | +19.0% | -77.4% | -60.4% |
| 1Y | -57.1% | +32.7% | -89.8% | -60.8% |
| 3Y | +629.5% | -20.4% | +649.9% | +690.1% |
| 5Y | +147.7% | -19.6% | +167.3% | +162.5% |
| All | +209.1% | +43.9% | +165.2% | +221.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling