+277.6%
ASTS vs FDX
+191.4%
+86.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +3.5% | +10.6% | +12.6% |
| 7D | +1.5% | +0.2% | +1.4% | +1.7% |
| 30D | -27.6% | +9.3% | -36.9% | -30.2% |
| 3M | -48.7% | +0.5% | -49.2% | -49.1% |
| 6M | -50.8% | +5.3% | -56.2% | -52.4% |
| YTD | -49.2% | +38.6% | -87.8% | -56.1% |
| 1Y | -46.7% | +53.5% | -100.2% | -55.7% |
| 3Y | +793.2% | +74.2% | +719.0% | +602.4% |
| 5Y | +195.6% | +75.3% | +120.3% | +119.8% |
| All | +277.6% | +191.4% | +86.2% | +176.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDX.
Daily Out/Under-Performance
Portfolio return minus FDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDX 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 FDX 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