-46.5%
ASTS vs FDX
+50.3%
-96.8%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.0% | -4.8% | -5.1% |
| 7D | +14.2% | +0.8% | +13.4% | +13.7% |
| 30D | -26.7% | +9.9% | -36.6% | -31.0% |
| 3M | -53.6% | -1.9% | -51.7% | -53.2% |
| 6M | -52.7% | +6.1% | -58.8% | -57.2% |
| YTD | -52.5% | +38.8% | -91.3% | -75.0% |
| 1Y | -46.5% | +50.0% | -96.5% | -75.5% |
| All | -46.5% | +50.3% | -96.8% | -75.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling