-49.2%
ASTS vs FERG
+3.8%
-52.9%
-73.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.7% | -6.8% | -6.0% |
| 7D | -15.8% | +7.7% | -23.5% | -20.5% |
| 30D | -39.0% | +11.5% | -50.5% | -44.2% |
| 3M | -49.3% | -2.4% | -47.0% | -48.8% |
| 6M | -47.9% | -4.0% | -44.0% | -45.6% |
| YTD | -51.0% | +13.4% | -64.3% | -57.6% |
| 1Y | -49.2% | +3.1% | -52.2% | -53.3% |
| All | -49.2% | +3.8% | -52.9% | -53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FERG.
Daily Out/Under-Performance
Portfolio return minus FERG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FERG 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 1y: compounded portfolio wealth divided by compounded FERG 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…
1y analysis · Full analysis span regression · 6 months rolling