+209.1%
ASTS vs FDX
+189.5%
+19.6%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -3.8% | -11.4% | -13.6% |
| 7D | -29.9% | +2.9% | -32.8% | -30.7% |
| 30D | -52.2% | +9.6% | -61.8% | -54.0% |
| 3M | -55.8% | +2.4% | -58.2% | -56.6% |
| 6M | -52.7% | +9.2% | -61.9% | -54.9% |
| YTD | -58.4% | +37.7% | -96.1% | -63.9% |
| 1Y | -57.1% | +56.1% | -113.2% | -64.6% |
| 3Y | +629.5% | +68.9% | +560.5% | +479.7% |
| 5Y | +147.7% | +79.0% | +68.8% | +84.2% |
| All | +209.1% | +189.5% | +19.6% | +126.7% |
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 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