+233.7%
ASTS vs FDX
+196.3%
+37.4%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.5% | -7.0% | -6.2% |
| 7D | +0.8% | +5.2% | -4.4% | -1.2% |
| 30D | -22.6% | +11.3% | -33.9% | -26.0% |
| 3M | -54.4% | -4.1% | -50.3% | -53.8% |
| 6M | -56.4% | +9.6% | -66.1% | -58.5% |
| YTD | -55.1% | +40.9% | -96.0% | -61.4% |
| 1Y | -46.9% | +53.0% | -100.0% | -55.8% |
| 3Y | +715.0% | +74.1% | +640.9% | +540.0% |
| 5Y | +153.7% | +75.1% | +78.6% | +87.6% |
| All | +233.7% | +196.3% | +37.4% | +142.5% |
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