+537.8%
ASTS vs FFIV
+172.0%
+365.8%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.6% |
| 7D | +7.3% | -1.0% | +8.3% | +8.0% |
| 30D | -8.9% | -5.1% | -3.8% | -6.1% |
| 3M | -41.9% | -4.5% | -37.5% | -39.7% |
| 6M | -40.6% | +36.5% | -77.1% | -50.2% |
| YTD | -14.2% | +53.0% | -67.2% | -32.3% |
| 1Y | +48.9% | +24.2% | +24.6% | +31.5% |
| 3Y | +1,461.7% | +137.2% | +1,324.4% | +872.6% |
| 5Y | +404.1% | +91.8% | +312.4% | +238.0% |
| All | +537.8% | +172.0% | +365.8% | +313.2% |
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