+147.7%
ASTS vs FDX
+76.2%
+71.5%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.8% | -11.4% | -12.7% |
| 7D | -29.9% | +2.9% | -32.8% | -31.2% |
| 30D | -52.2% | +9.6% | -61.8% | -55.0% |
| 3M | -55.8% | +2.4% | -58.2% | -57.0% |
| 6M | -52.7% | +9.2% | -61.9% | -56.2% |
| YTD | -58.4% | +37.7% | -96.1% | -67.2% |
| 1Y | -57.1% | +56.1% | -113.2% | -68.8% |
| 3Y | +629.5% | +68.9% | +560.5% | +384.2% |
| 5Y | +147.7% | +79.0% | +68.8% | +42.6% |
| All | +147.7% | +76.2% | +71.5% | +42.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling