+537.8%
ASTS vs FDX
+193.6%
+344.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.8% | +0.5% |
| 7D | +7.3% | -2.5% | +9.9% | +8.4% |
| 30D | -8.9% | +3.8% | -12.7% | -10.8% |
| 3M | -41.9% | -1.3% | -40.6% | -42.1% |
| 6M | -40.6% | +5.0% | -45.6% | -42.2% |
| YTD | -14.2% | +39.6% | -53.9% | -25.9% |
| 1Y | +48.9% | +81.1% | -32.3% | +16.3% |
| 3Y | +1,461.7% | +63.0% | +1,398.6% | +1,156.2% |
| 5Y | +404.1% | +65.6% | +338.5% | +275.5% |
| All | +537.8% | +193.6% | +344.1% | +365.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling