+537.8%
ASTS vs FE
+28.8%
+509.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.6% | +0.9% | +0.3% |
| 7D | +7.3% | +1.9% | +5.4% | +7.2% |
| 30D | -8.9% | -1.2% | -7.7% | -8.8% |
| 3M | -41.9% | +3.5% | -45.4% | -42.1% |
| 6M | -40.6% | -6.1% | -34.5% | -40.4% |
| YTD | -14.2% | +7.6% | -21.8% | -14.9% |
| 1Y | +48.9% | +11.9% | +36.9% | +47.1% |
| 3Y | +1,461.7% | +48.4% | +1,413.2% | +1,393.9% |
| 5Y | +404.1% | +44.8% | +359.3% | +386.4% |
| All | +537.8% | +28.8% | +509.0% | +514.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling