-46.3%
ASTS vs FERG
+4.6%
-50.9%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.1% | +11.2% | +2.9% | +4.9% |
| 7D | +1.5% | +7.3% | -5.8% | -3.6% |
| 30D | -27.6% | +18.1% | -45.7% | -36.3% |
| 3M | -48.7% | +1.6% | -50.4% | -49.7% |
| 6M | -50.8% | +8.5% | -59.4% | -54.2% |
| YTD | -49.2% | +18.6% | -67.8% | -57.3% |
| All | -46.3% | +4.6% | -50.9% | -50.3% |
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