+277.6%
ASTS vs FERG
+253.5%
+24.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +11.2% | +2.9% | +9.1% |
| 7D | +1.5% | +7.3% | -5.8% | -1.2% |
| 30D | -27.6% | +18.1% | -45.7% | -32.6% |
| 3M | -48.7% | +1.6% | -50.4% | -49.1% |
| 6M | -50.8% | +8.5% | -59.4% | -52.7% |
| YTD | -49.2% | +18.6% | -67.8% | -52.6% |
| 1Y | -46.7% | +5.7% | -52.4% | -47.9% |
| 3Y | +793.2% | +74.0% | +719.2% | +638.3% |
| 5Y | +195.6% | +83.9% | +111.7% | +134.0% |
| All | +277.6% | +253.5% | +24.0% | +196.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling