+209.1%
ASTS vs FFIV
+117.2%
+91.9%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | -5.5% | -9.8% | -11.9% |
| 7D | -29.9% | -14.2% | -15.7% | -22.6% |
| 30D | -52.2% | -33.6% | -18.5% | -39.7% |
| 3M | -55.8% | -24.2% | -31.6% | -49.2% |
| 6M | -52.7% | -8.3% | -44.4% | -50.8% |
| YTD | -58.4% | +22.1% | -80.5% | -63.4% |
| 1Y | -57.1% | +26.5% | -83.6% | -62.9% |
| 3Y | +629.5% | +102.3% | +527.1% | +389.3% |
| 5Y | +147.7% | +40.6% | +107.1% | +88.2% |
| All | +209.1% | +117.2% | +91.9% | +123.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling