+230.9%
ASTS vs FE
+27.9%
+203.1%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -1.4% | +8.5% | +7.1% |
| 7D | -21.1% | -1.0% | -20.1% | -21.1% |
| 30D | -46.7% | +4.1% | -50.8% | -46.8% |
| 3M | -52.0% | -1.0% | -51.0% | -52.0% |
| 6M | -54.3% | +4.0% | -58.3% | -54.5% |
| YTD | -55.5% | +6.8% | -62.3% | -55.8% |
| 1Y | -50.5% | +5.3% | -55.8% | -50.8% |
| 3Y | +706.2% | +44.6% | +661.7% | +672.4% |
| 5Y | +165.2% | +44.2% | +121.0% | +155.8% |
| All | +230.9% | +27.9% | +203.1% | +218.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling