+706.2%
ASTS vs FERG
+56.2%
+650.1%
-77.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.1% | -0.8% | +7.9% | +7.7% |
| 7D | -21.1% | -2.1% | -19.0% | -19.6% |
| 30D | -46.7% | +8.7% | -55.4% | -50.1% |
| 3M | -52.0% | -7.4% | -44.6% | -49.3% |
| 6M | -54.3% | -6.6% | -47.6% | -52.3% |
| YTD | -55.5% | +6.6% | -62.1% | -58.0% |
| 1Y | -50.5% | -3.6% | -46.9% | -49.5% |
| 3Y | +706.2% | +56.4% | +649.8% | +547.4% |
| All | +706.2% | +56.2% | +650.1% | +547.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling