+230.9%
ASTS vs FDX
+181.6%
+49.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -2.7% | +9.8% | +8.2% |
| 7D | -21.1% | -1.6% | -19.4% | -20.6% |
| 30D | -46.7% | +6.6% | -53.3% | -48.2% |
| 3M | -52.0% | -2.1% | -49.9% | -52.0% |
| 6M | -54.3% | +2.2% | -56.4% | -55.2% |
| YTD | -55.5% | +33.9% | -89.4% | -61.0% |
| 1Y | -50.5% | +50.2% | -100.7% | -58.5% |
| 3Y | +706.2% | +65.5% | +640.7% | +545.9% |
| 5Y | +165.2% | +74.1% | +91.1% | +99.3% |
| All | +230.9% | +181.6% | +49.3% | +145.3% |
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