+233.7%
ASTS vs FFIV
+115.4%
+118.3%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -2.7% | -2.8% | -3.9% |
| 7D | +0.8% | -0.5% | +1.4% | +1.5% |
| 30D | -22.6% | -32.4% | +9.8% | -3.3% |
| 3M | -54.4% | -25.7% | -28.7% | -46.6% |
| 6M | -56.4% | -13.5% | -42.9% | -53.0% |
| YTD | -55.1% | +21.1% | -76.2% | -60.1% |
| 1Y | -46.9% | +29.4% | -76.4% | -54.5% |
| 3Y | +715.0% | +94.9% | +620.1% | +459.2% |
| 5Y | +153.7% | +34.7% | +119.0% | +95.3% |
| All | +233.7% | +115.4% | +118.3% | +143.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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