+653.1%
ASTS vs FDX
+68.8%
+584.3%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.8% | -11.4% | -12.9% |
| 7D | -29.9% | +2.9% | -32.8% | -31.0% |
| 30D | -52.2% | +9.6% | -61.8% | -54.7% |
| 3M | -55.8% | +2.4% | -58.2% | -56.9% |
| 6M | -52.7% | +9.2% | -61.9% | -56.0% |
| YTD | -58.4% | +37.7% | -96.1% | -66.7% |
| 1Y | -57.1% | +56.1% | -113.2% | -68.1% |
| All | +653.1% | +68.8% | +584.3% | +417.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling