+264.6%
ASTS vs FICO
+128.9%
+135.7%
-91.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FICO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.2% | -0.9% | -3.3% |
| 7D | -15.8% | +0.4% | -16.2% | -15.9% |
| 30D | -39.0% | +1.7% | -40.7% | -39.6% |
| 3M | -49.3% | -33.0% | -16.3% | -45.5% |
| 6M | -47.9% | -33.9% | -14.1% | -45.5% |
| YTD | -51.0% | -58.5% | +7.6% | -41.8% |
| 1Y | -49.2% | -56.4% | +7.2% | -40.7% |
| 3Y | +760.4% | -24.7% | +785.0% | +752.3% |
| 5Y | +185.6% | +83.1% | +102.5% | +127.8% |
| All | +264.6% | +128.9% | +135.7% | +196.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling