-40.6%
ASTS vs FERG
-7.3%
-33.3%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FERG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.3% | -2.0% | -1.2% |
| 7D | +7.3% | 0.0% | +7.4% | +7.3% |
| 30D | -8.9% | -10.2% | +1.3% | -3.3% |
| 3M | -41.9% | -0.6% | -41.3% | -42.8% |
| 6M | -40.6% | -6.5% | -34.1% | -36.9% |
| All | -40.6% | -7.3% | -33.3% | -36.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling