+230.9%
ASTS vs FERG
+217.9%
+13.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.4% |
| 7D | -21.1% | -2.1% | -19.0% | -20.2% |
| 30D | -46.7% | +8.7% | -55.4% | -48.6% |
| 3M | -52.0% | -7.4% | -44.6% | -50.5% |
| 6M | -54.3% | -6.6% | -47.6% | -53.1% |
| YTD | -55.5% | +6.6% | -62.1% | -56.6% |
| 1Y | -50.5% | -3.6% | -46.9% | -49.6% |
| 3Y | +706.2% | +56.4% | +649.8% | +597.2% |
| 5Y | +165.2% | +67.5% | +97.7% | +119.4% |
| All | +230.9% | +217.9% | +13.0% | +172.1% |
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