+209.1%
ASTS vs FICO
+130.9%
+78.2%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.9% | -16.1% | -15.4% |
| 7D | -29.9% | -0.3% | -29.6% | -29.9% |
| 30D | -52.2% | +1.7% | -53.9% | -52.6% |
| 3M | -55.8% | -35.2% | -20.6% | -52.1% |
| 6M | -52.7% | -33.7% | -19.1% | -50.6% |
| YTD | -58.4% | -58.2% | -0.3% | -50.8% |
| 1Y | -57.1% | -56.6% | -0.5% | -49.8% |
| 3Y | +629.5% | -24.0% | +653.4% | +620.8% |
| 5Y | +147.7% | +86.1% | +61.7% | +97.0% |
| All | +209.1% | +130.9% | +78.2% | +150.4% |
Cumulative growth
Daily Returns
Daily percentage return beside FICO.
Daily Out/Under-Performance
Portfolio return minus FICO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FICO 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 FICO 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