+576.8%
ASTS vs FERG
+207.8%
+369.0%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | -0.9% | +7.0% | +6.5% |
| 7D | +18.5% | +3.4% | +15.1% | +16.8% |
| 30D | -8.1% | -11.5% | +3.4% | -3.3% |
| 3M | -28.2% | +1.3% | -29.4% | -29.1% |
| 6M | -26.1% | -1.0% | -25.1% | -26.0% |
| YTD | -9.0% | +3.2% | -12.2% | -10.0% |
| 1Y | +62.2% | -3.0% | +65.1% | +65.2% |
| 3Y | +1,621.9% | +55.0% | +1,566.8% | +1,399.9% |
| 5Y | +457.0% | +72.6% | +384.4% | +365.0% |
| All | +576.8% | +207.8% | +369.0% | +464.2% |
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