+274.8%
ASTS vs FDX
+194.9%
+79.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +1.0% | +7.7% | +8.3% |
| 7D | +2.8% | -2.1% | +4.9% | +4.0% |
| 30D | -28.8% | +10.4% | -39.2% | -31.7% |
| 3M | -48.9% | +0.5% | -49.3% | -49.2% |
| 6M | -55.6% | +6.5% | -62.1% | -57.2% |
| YTD | -49.6% | +40.2% | -89.8% | -56.6% |
| 1Y | -46.1% | +52.1% | -98.2% | -54.9% |
| 3Y | +749.7% | +72.8% | +676.8% | +569.3% |
| 5Y | +193.2% | +76.3% | +116.9% | +117.0% |
| All | +274.8% | +194.9% | +79.9% | +173.0% |
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